-93.2%
FRMI vs DOV
+21.2%
-114.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.1% | -10.3% |
| 7D | -39.7% | +2.2% | -42.0% | -40.7% |
| 30D | -55.2% | +11.2% | -66.3% | -58.2% |
| 3M | -71.2% | +1.6% | -72.7% | -71.5% |
| 6M | -64.1% | -3.2% | -60.9% | -64.2% |
| YTD | -77.2% | +9.7% | -87.0% | -77.7% |
| 1Y | -93.2% | +20.5% | -113.7% | -93.0% |
| All | -93.2% | +21.2% | -114.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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