-62.3%
FRMI vs DAR
-14.6%
-47.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.2% | +11.6% | +12.7% |
| 7D | +34.6% | +9.2% | +25.4% | +30.3% |
| 30D | -44.6% | -12.3% | -32.4% | -45.0% |
| 3M | -72.9% | -12.7% | -60.2% | -73.0% |
| 6M | -62.3% | -12.8% | -49.6% | -55.4% |
| All | -62.3% | -14.6% | -47.7% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling