-95.3%
FRMI vs DECK
-14.1%
-81.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -16.3% |
| 7D | -46.5% | +6.0% | -52.5% | -45.5% |
| 30D | -63.8% | +7.4% | -71.3% | -63.0% |
| 3M | -75.3% | -11.7% | -63.6% | -76.0% |
| 6M | -69.0% | -11.0% | -58.1% | -69.8% |
| YTD | -80.9% | -15.4% | -65.5% | -81.4% |
| 1Y | -94.2% | +7.2% | -101.5% | -93.0% |
| All | -95.3% | -14.1% | -81.2% | -95.4% |
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