-82.4%
FRMI vs RBA
-23.9%
-58.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.0% | +13.5% | +11.9% |
| 7D | +23.3% | -1.1% | +24.4% | +23.5% |
| 30D | -7.6% | -13.2% | +5.6% | -5.2% |
| 3M | +0.2% | -21.4% | +21.5% | +4.3% |
| 6M | -28.7% | -20.9% | -7.8% | -25.9% |
| YTD | -28.6% | -19.9% | -8.8% | -29.6% |
| All | -82.4% | -23.9% | -58.5% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling