-83.1%
FRMI vs DG
+23.1%
-106.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +7.4% | -6.5% | +13.9% | +8.3% |
| 30D | -27.6% | +4.2% | -31.8% | -28.5% |
| 3M | -20.9% | +9.5% | -30.4% | -24.6% |
| 6M | -36.6% | -13.1% | -23.5% | -33.2% |
| YTD | -31.3% | -4.8% | -26.4% | -29.2% |
| All | -83.1% | +23.1% | -106.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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