-84.3%
FRMI vs DD
+37.7%
-122.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +5.0% | +5.1% |
| 7D | +2.4% | -3.5% | +5.9% | +4.8% |
| 30D | -17.3% | -10.3% | -7.0% | -11.4% |
| 3M | -17.2% | -7.5% | -9.6% | -13.1% |
| 6M | -43.4% | -8.0% | -35.4% | -40.3% |
| YTD | -36.0% | +10.5% | -46.5% | -33.9% |
| All | -84.3% | +37.7% | -122.0% | -79.6% |
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