-93.2%
FRMI vs D
+23.9%
-117.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.4% | -15.0% | -9.2% |
| 7D | -39.7% | +8.5% | -48.2% | -38.3% |
| 30D | -55.2% | +14.3% | -69.5% | -54.1% |
| 3M | -71.2% | +1.8% | -72.9% | -70.7% |
| 6M | -64.1% | +13.0% | -77.1% | -63.4% |
| YTD | -77.2% | +22.7% | -100.0% | -75.6% |
| 1Y | -93.2% | +22.6% | -115.8% | -92.5% |
| All | -93.2% | +23.9% | -117.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling