-93.2%
FRMI vs DVA
+62.2%
-155.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.8% | -16.3% | -10.2% |
| 7D | -39.7% | +4.7% | -44.5% | -39.5% |
| 30D | -55.2% | +7.8% | -63.0% | -54.8% |
| 3M | -71.2% | -15.5% | -55.7% | -71.2% |
| 6M | -64.1% | +25.0% | -89.1% | -65.0% |
| YTD | -77.2% | +69.6% | -146.8% | -77.8% |
| 1Y | -93.2% | +60.6% | -153.8% | -93.9% |
| All | -93.2% | +62.2% | -155.3% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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