-82.4%
FRMI vs PODD
-53.9%
-28.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.5% | +15.0% | +10.8% |
| 7D | +23.3% | -4.1% | +27.4% | +22.4% |
| 30D | -7.6% | +0.8% | -8.4% | -7.3% |
| 3M | +0.2% | -6.1% | +6.3% | -0.3% |
| 6M | -28.7% | -40.0% | +11.3% | -27.4% |
| YTD | -28.6% | -49.9% | +21.3% | -31.3% |
| All | -82.4% | -53.9% | -28.5% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling