-93.7%
FRMI vs DAR
+79.0%
-172.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.2% | +11.6% | +13.0% |
| 7D | +34.6% | +9.2% | +25.4% | +30.9% |
| 30D | -44.6% | -12.3% | -32.4% | -43.2% |
| 3M | -72.9% | -12.7% | -60.2% | -72.3% |
| 6M | -62.3% | -12.8% | -49.6% | -61.1% |
| YTD | -74.3% | +53.8% | -128.0% | -77.7% |
| 1Y | -90.5% | +60.3% | -150.8% | -91.8% |
| All | -93.7% | +79.0% | -172.7% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling