-83.1%
FRMI vs OMC
+0.6%
-83.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +1.8% |
| 7D | +7.4% | -4.4% | +11.8% | +5.3% |
| 30D | -27.6% | -7.6% | -20.0% | -29.9% |
| 3M | -20.9% | +4.5% | -25.4% | -18.3% |
| 6M | -36.6% | -0.3% | -36.3% | -34.9% |
| YTD | -31.3% | -0.1% | -31.1% | -35.8% |
| All | -83.1% | +0.6% | -83.7% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling