-83.0%
FRMI vs D
+10.7%
-93.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.4% |
| 7D | +15.9% | -0.4% | +16.4% | +15.9% |
| 30D | -6.0% | -2.1% | -3.9% | -6.4% |
| 3M | -1.6% | -0.7% | -0.9% | -2.4% |
| 6M | -30.7% | +5.6% | -36.3% | -30.5% |
| YTD | -30.9% | +14.6% | -45.4% | -25.4% |
| All | -83.0% | +10.7% | -93.7% | -80.9% |
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