-84.3%
FRMI vs RL
+13.2%
-97.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +5.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -17.3% | -7.8% | -9.5% | -16.4% |
| 3M | -17.2% | -4.0% | -13.2% | -17.6% |
| 6M | -43.4% | -1.9% | -41.5% | -45.3% |
| YTD | -36.0% | -0.2% | -35.8% | -38.3% |
| All | -84.3% | +13.2% | -97.4% | -82.7% |
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