-83.1%
FRMI vs DD
+32.9%
-116.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +7.4% | -3.5% | +10.9% | +9.8% |
| 30D | -27.6% | -11.7% | -16.0% | -21.7% |
| 3M | -20.9% | -9.2% | -11.6% | -15.6% |
| 6M | -36.6% | -7.2% | -29.4% | -33.4% |
| YTD | -31.3% | +6.6% | -37.9% | -27.4% |
| All | -83.1% | +32.9% | -116.0% | -77.5% |
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