-84.3%
FRMI vs DECK
-16.0%
-68.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.8% | +5.8% |
| 7D | +2.4% | -2.2% | +4.6% | +1.7% |
| 30D | -17.3% | -13.6% | -3.7% | -20.2% |
| 3M | -17.2% | -21.2% | +4.1% | -21.1% |
| 6M | -43.4% | -21.1% | -22.3% | -47.5% |
| YTD | -36.0% | -17.2% | -18.8% | -38.2% |
| All | -84.3% | -16.0% | -68.3% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling