-83.4%
FRMI vs DG
+21.5%
-105.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | +10.9% | -6.3% | +17.2% | +11.7% |
| 30D | -24.3% | +2.4% | -26.7% | -25.0% |
| 3M | -21.8% | +12.4% | -34.2% | -26.6% |
| 6M | -33.0% | -14.9% | -18.1% | -29.1% |
| YTD | -32.6% | -6.1% | -26.6% | -30.5% |
| All | -83.4% | +21.5% | -105.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling