-95.3%
FRMI vs RBA
-10.6%
-84.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -7.2% |
| 7D | -24.3% | +3.2% | -27.5% | -24.4% |
| 30D | -55.1% | +12.0% | -67.1% | -55.3% |
| 3M | -73.8% | +2.9% | -76.7% | -73.5% |
| 6M | -70.6% | -6.3% | -64.3% | -69.9% |
| YTD | -80.8% | -5.9% | -74.9% | -81.2% |
| 1Y | -93.9% | -3.9% | -90.0% | -94.0% |
| All | -95.3% | -10.6% | -84.6% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling