-93.2%
FRMI vs RGEN
+19.5%
-112.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.5% | -10.6% |
| 7D | -39.7% | -3.5% | -36.2% | -39.6% |
| 30D | -55.2% | -6.0% | -49.2% | -55.2% |
| 3M | -71.2% | +19.0% | -90.1% | -70.6% |
| 6M | -64.1% | +50.7% | -114.9% | -62.3% |
| YTD | -77.2% | +8.8% | -86.0% | -73.5% |
| 1Y | -93.2% | +21.3% | -114.4% | -92.2% |
| All | -93.2% | +19.5% | -112.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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