-84.3%
FRMI vs ONTO
+109.3%
-193.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.2% | -0.8% | +2.4% |
| 7D | +2.4% | -1.0% | +3.4% | +3.0% |
| 30D | -17.3% | -2.9% | -14.4% | -16.0% |
| 3M | -17.2% | -2.5% | -14.7% | -19.2% |
| 6M | -43.4% | +28.2% | -71.6% | -54.3% |
| YTD | -36.0% | +69.8% | -105.8% | -51.3% |
| All | -84.3% | +109.3% | -193.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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