-72.9%
FRMI vs DRI
+5.1%
-78.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.5% | +14.3% | +13.9% |
| 7D | +34.6% | -0.3% | +35.0% | +34.6% |
| 30D | -44.6% | +10.8% | -55.5% | -45.9% |
| 3M | -72.9% | +0.9% | -73.8% | -74.4% |
| All | -72.9% | +5.1% | -78.0% | -74.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling