-91.7%
FRMI vs RBA
-4.5%
-87.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.5% | +18.0% | +17.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | -44.3% | +9.0% | -53.3% | -44.4% |
| 3M | -74.6% | +7.2% | -81.7% | -74.5% |
| 6M | -66.3% | -7.8% | -58.5% | -65.3% |
| YTD | -77.4% | -6.4% | -71.0% | -80.7% |
| 1Y | -91.7% | -4.2% | -87.6% | -92.8% |
| All | -91.7% | -4.5% | -87.2% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling