-94.9%
FRMI vs DECK
-11.4%
-83.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +6.8% |
| 7D | -24.7% | +6.4% | -31.1% | -23.4% |
| 30D | -51.6% | +9.1% | -60.7% | -50.4% |
| 3M | -73.1% | -7.2% | -65.9% | -73.6% |
| 6M | -68.3% | -9.9% | -58.3% | -69.0% |
| YTD | -79.3% | -12.8% | -66.5% | -79.7% |
| 1Y | -93.2% | +10.6% | -103.8% | -91.7% |
| All | -94.9% | -11.4% | -83.5% | -95.0% |
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