-93.2%
FRMI vs DRI
+34.0%
-127.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.1% | -15.7% | -11.1% |
| 7D | -39.7% | +6.5% | -46.2% | -40.2% |
| 30D | -55.2% | +16.4% | -71.6% | -56.1% |
| 3M | -71.2% | +13.6% | -84.8% | -71.5% |
| 6M | -64.1% | +22.0% | -86.1% | -65.1% |
| YTD | -77.2% | +29.3% | -106.5% | -77.2% |
| 1Y | -93.2% | +32.0% | -125.2% | -93.1% |
| All | -93.2% | +34.0% | -127.2% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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