-93.2%
FRMI vs DD
+49.3%
-142.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.8% | -8.8% | -9.1% |
| 7D | -39.7% | +8.7% | -48.4% | -44.6% |
| 30D | -55.2% | +15.3% | -70.5% | -61.0% |
| 3M | -71.2% | +5.9% | -77.1% | -72.7% |
| 6M | -64.1% | +11.6% | -75.7% | -67.9% |
| YTD | -77.2% | +26.5% | -103.8% | -83.0% |
| 1Y | -93.2% | +35.4% | -128.6% | -94.9% |
| All | -93.2% | +49.3% | -142.5% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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