-92.0%
FRMI vs DAR
+81.1%
-173.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.1% | +25.6% | +26.2% |
| 7D | +66.2% | +11.6% | +54.7% | +60.5% |
| 30D | -17.4% | -10.2% | -7.2% | -15.9% |
| 3M | -60.5% | -14.8% | -45.6% | -59.4% |
| 6M | -56.5% | -10.1% | -46.4% | -55.5% |
| YTD | -67.4% | +55.5% | -122.9% | -71.9% |
| 1Y | -85.1% | +61.7% | -146.8% | -87.1% |
| All | -92.0% | +81.1% | -173.1% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling