-84.3%
FRMI vs OMC
+5.2%
-89.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +4.2% |
| 7D | +2.4% | -6.4% | +8.8% | -0.5% |
| 30D | -17.3% | +1.1% | -18.4% | -16.7% |
| 3M | -17.2% | +10.4% | -27.6% | -12.4% |
| 6M | -43.4% | -1.7% | -41.7% | -41.6% |
| YTD | -36.0% | +4.4% | -40.4% | -39.0% |
| All | -84.3% | +5.2% | -89.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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