-83.4%
FRMI vs DAR
+114.7%
-198.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +10.9% | +0.9% | +10.0% | +10.7% |
| 30D | -24.3% | +6.4% | -30.7% | -25.4% |
| 3M | -21.8% | +13.2% | -35.0% | -24.0% |
| 6M | -33.0% | +26.2% | -59.2% | -39.0% |
| YTD | -32.6% | +84.4% | -117.0% | -43.6% |
| All | -83.4% | +114.7% | -198.1% | -85.5% |
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