-93.9%
FRMI vs D
+16.4%
-110.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | -24.3% | +2.4% | -26.7% | -23.7% |
| 30D | -55.1% | +10.9% | -66.0% | -54.4% |
| 3M | -73.8% | +2.8% | -76.7% | -73.4% |
| 6M | -70.6% | +12.7% | -83.3% | -70.2% |
| YTD | -80.8% | +20.3% | -101.1% | -79.8% |
| 1Y | -93.9% | +17.1% | -111.0% | -93.2% |
| All | -93.9% | +16.4% | -110.3% | -93.2% |
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