-83.0%
FRMI vs JBL
+45.3%
-128.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -2.9% |
| 7D | +15.9% | +4.0% | +11.9% | +11.9% |
| 30D | -6.0% | -7.5% | +1.5% | +1.3% |
| 3M | -1.6% | -14.1% | +12.5% | +10.1% |
| 6M | -30.7% | +25.9% | -56.6% | -49.5% |
| YTD | -30.9% | +36.7% | -67.5% | -54.2% |
| All | -83.0% | +45.3% | -128.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 all: compounded portfolio wealth divided by compounded JBL 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…
all analysis · Full analysis span regression · 6 months rolling