-93.7%
FRMI vs DECK
-17.2%
-76.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.4% | +18.2% | +12.6% |
| 7D | +34.6% | -3.7% | +38.3% | +33.4% |
| 30D | -44.6% | +0.6% | -45.2% | -44.3% |
| 3M | -72.9% | -7.3% | -65.6% | -73.4% |
| 6M | -62.3% | -10.9% | -51.4% | -63.3% |
| YTD | -74.3% | -18.5% | -55.8% | -75.2% |
| 1Y | -90.5% | +0.2% | -90.7% | -89.2% |
| All | -93.7% | -17.2% | -76.5% | -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 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