-94.9%
FRMI vs D
+16.1%
-111.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +5.5% |
| 7D | -24.7% | +0.8% | -25.5% | -24.3% |
| 30D | -51.6% | +10.7% | -62.3% | -50.2% |
| 3M | -73.1% | +2.3% | -75.4% | -72.7% |
| 6M | -68.3% | +12.5% | -80.7% | -67.2% |
| YTD | -79.3% | +20.1% | -99.3% | -77.1% |
| 1Y | -93.2% | +15.6% | -108.7% | -92.4% |
| All | -94.9% | +16.1% | -111.0% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling