-82.4%
FRMI vs DG
+26.3%
-108.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -4.0% | +15.5% | +12.0% |
| 7D | +23.3% | -2.5% | +25.8% | +23.6% |
| 30D | -7.6% | +1.0% | -8.6% | -7.9% |
| 3M | +0.2% | +20.3% | -20.1% | -7.7% |
| 6M | -28.7% | -11.7% | -17.0% | -24.8% |
| YTD | -28.6% | -2.3% | -26.3% | -26.8% |
| All | -82.4% | +26.3% | -108.8% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling