-92.0%
FRMI vs DECK
-15.0%
-77.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.7% | +24.0% | +27.4% |
| 7D | +66.2% | +0.1% | +66.1% | +66.1% |
| 30D | -17.4% | +4.8% | -22.2% | -16.2% |
| 3M | -60.5% | -6.9% | -53.5% | -61.3% |
| 6M | -56.5% | -7.6% | -48.9% | -57.3% |
| YTD | -67.4% | -16.3% | -51.1% | -68.4% |
| 1Y | -85.1% | +4.5% | -89.6% | -82.5% |
| All | -92.0% | -15.0% | -77.0% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling