-93.9%
FRMI vs DECK
+6.6%
-100.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.5% |
| 7D | -39.8% | +5.8% | -45.6% | -39.5% |
| 30D | -60.5% | +7.9% | -68.3% | -60.1% |
| 3M | -74.6% | -11.4% | -63.2% | -74.8% |
| 6M | -71.8% | -16.6% | -55.2% | -72.1% |
| YTD | -80.4% | -16.4% | -64.0% | -80.3% |
| 1Y | -93.9% | +8.6% | -102.5% | -93.9% |
| All | -93.9% | +6.6% | -100.5% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling