-85.1%
FRMI vs D
+15.6%
-100.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.2% | +26.5% | +26.8% |
| 7D | +66.2% | -1.4% | +67.6% | +65.6% |
| 30D | -17.4% | +7.7% | -25.1% | -16.1% |
| 3M | -60.5% | -0.3% | -60.2% | -60.0% |
| 6M | -56.5% | +10.1% | -66.6% | -56.0% |
| YTD | -67.4% | +19.1% | -86.4% | -65.3% |
| 1Y | -85.1% | +15.9% | -101.0% | -84.6% |
| All | -85.1% | +15.6% | -100.7% | -84.6% |
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