-83.4%
FRMI vs PODD
-56.4%
-27.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -3.0% |
| 7D | +10.9% | -10.6% | +21.5% | +8.6% |
| 30D | -24.3% | -6.9% | -17.4% | -25.2% |
| 3M | -21.8% | -10.6% | -11.1% | -22.7% |
| 6M | -33.0% | -43.5% | +10.4% | -32.6% |
| YTD | -32.6% | -52.6% | +20.0% | -35.9% |
| All | -83.4% | -56.4% | -27.1% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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