-83.4%
FRMI vs DD
+33.2%
-116.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.2% |
| 7D | +10.9% | -2.9% | +13.8% | +13.0% |
| 30D | -24.3% | -11.5% | -12.8% | -18.2% |
| 3M | -21.8% | -5.4% | -16.4% | -18.4% |
| 6M | -33.0% | -6.9% | -26.1% | -29.8% |
| YTD | -32.6% | +6.9% | -39.5% | -28.9% |
| All | -83.4% | +33.2% | -116.7% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling