-83.4%
FRMI vs RBA
-25.2%
-58.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +10.9% | -3.3% | +14.2% | +11.5% |
| 30D | -24.3% | -9.8% | -14.5% | -22.9% |
| 3M | -21.8% | -23.5% | +1.7% | -17.9% |
| 6M | -33.0% | -21.5% | -11.5% | -30.5% |
| YTD | -32.6% | -21.2% | -11.5% | -33.3% |
| All | -83.4% | -25.2% | -58.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling