-83.1%
FRMI vs RL
+9.3%
-92.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +7.4% | -3.4% | +10.9% | +8.1% |
| 30D | -27.6% | -14.4% | -13.2% | -25.6% |
| 3M | -20.9% | -13.6% | -7.3% | -19.2% |
| 6M | -36.6% | +0.6% | -37.2% | -39.5% |
| YTD | -31.3% | -3.6% | -27.6% | -33.3% |
| All | -83.1% | +9.3% | -92.4% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling