-93.2%
FRMI vs RL
+34.3%
-127.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.5% | -15.0% | -11.6% |
| 7D | -39.7% | +5.8% | -45.5% | -40.7% |
| 30D | -55.2% | +12.7% | -67.9% | -56.6% |
| 3M | -71.2% | +9.3% | -80.5% | -72.0% |
| 6M | -64.1% | +16.9% | -81.0% | -66.2% |
| YTD | -77.2% | +17.5% | -94.7% | -79.5% |
| 1Y | -93.2% | +34.6% | -127.8% | -94.8% |
| All | -93.2% | +34.3% | -127.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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