-93.2%
FRMI vs DTE
+5.6%
-98.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -13.0% | -12.0% |
| 7D | -39.7% | +4.2% | -44.0% | -41.4% |
| 30D | -55.2% | +10.0% | -65.2% | -58.3% |
| 3M | -71.2% | -2.1% | -69.1% | -70.7% |
| 6M | -64.1% | -4.7% | -59.4% | -63.2% |
| YTD | -77.2% | +9.3% | -86.6% | -82.2% |
| 1Y | -93.2% | +6.6% | -99.8% | -94.4% |
| All | -93.2% | +5.6% | -98.7% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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