-83.0%
FRMI vs DRI
+13.7%
-96.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.3% |
| 7D | +15.9% | -4.8% | +20.8% | +15.6% |
| 30D | -6.0% | -3.9% | -2.0% | -6.0% |
| 3M | -1.6% | +5.1% | -6.7% | -0.9% |
| 6M | -30.7% | +5.5% | -36.2% | -30.3% |
| YTD | -30.9% | +16.5% | -47.3% | -23.6% |
| All | -83.0% | +13.7% | -96.7% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling