-95.2%
FRMI vs DECK
-15.1%
-80.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.3% |
| 7D | -39.8% | +5.8% | -45.6% | -38.7% |
| 30D | -60.5% | +7.9% | -68.3% | -59.5% |
| 3M | -74.6% | -11.4% | -63.2% | -75.3% |
| 6M | -71.8% | -16.6% | -55.2% | -72.9% |
| YTD | -80.4% | -16.4% | -64.0% | -81.0% |
| 1Y | -93.9% | +8.6% | -102.5% | -92.4% |
| All | -95.2% | -15.1% | -80.1% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling