-83.4%
FRMI vs OMC
+1.2%
-84.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -1.9% |
| 7D | +10.9% | -6.2% | +17.1% | +7.9% |
| 30D | -24.3% | -7.6% | -16.7% | -26.6% |
| 3M | -21.8% | +7.4% | -29.2% | -18.5% |
| 6M | -33.0% | +0.1% | -33.2% | -31.1% |
| YTD | -32.6% | +0.4% | -33.1% | -36.9% |
| All | -83.4% | +1.2% | -84.6% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling