-82.4%
FRMI vs RGEN
+25.1%
-107.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.6% | +11.0% | +11.6% |
| 7D | +23.3% | -0.9% | +24.2% | +23.2% |
| 30D | -7.6% | +2.8% | -10.4% | -6.9% |
| 3M | +0.2% | +34.5% | -34.3% | +7.2% |
| 6M | -28.7% | +40.5% | -69.2% | -24.0% |
| YTD | -28.6% | +2.8% | -31.5% | -25.8% |
| All | -82.4% | +25.1% | -107.6% | -79.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling