-93.2%
FRMI vs DAR
+63.3%
-156.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.5% | -8.1% | -9.7% |
| 7D | -39.7% | -5.7% | -34.0% | -38.4% |
| 30D | -55.2% | -16.6% | -38.6% | -52.6% |
| 3M | -71.2% | -13.1% | -58.1% | -70.3% |
| 6M | -64.1% | -18.8% | -45.3% | -61.3% |
| YTD | -77.2% | +45.3% | -122.5% | -83.1% |
| 1Y | -93.2% | +60.6% | -153.8% | -95.1% |
| All | -93.2% | +63.3% | -156.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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