-94.9%
FRMI vs OVV
+55.6%
-150.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.7% |
| 7D | -24.7% | -10.7% | -14.0% | -25.0% |
| 30D | -51.6% | -5.3% | -46.3% | -51.1% |
| 3M | -73.1% | +2.4% | -75.5% | -72.7% |
| 6M | -68.3% | +5.7% | -73.9% | -67.5% |
| YTD | -79.3% | +56.8% | -136.0% | -79.2% |
| 1Y | -93.2% | +59.3% | -152.5% | -93.0% |
| All | -94.9% | +55.6% | -150.4% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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