-82.4%
FRMI vs RL
+11.9%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.1% | +12.7% | +11.7% |
| 7D | +23.3% | +1.9% | +21.4% | +22.9% |
| 30D | -7.6% | -12.2% | +4.6% | -5.7% |
| 3M | +0.2% | -6.6% | +6.8% | +0.3% |
| 6M | -28.7% | +3.2% | -31.9% | -32.4% |
| YTD | -28.6% | -1.3% | -27.3% | -31.1% |
| All | -82.4% | +11.9% | -94.3% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling