-83.0%
FRMI vs RL
+8.1%
-91.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -2.6% |
| 7D | +15.9% | -0.3% | +16.2% | +16.0% |
| 30D | -6.0% | -17.5% | +11.6% | -2.9% |
| 3M | -1.6% | -14.0% | +12.4% | +0.5% |
| 6M | -30.7% | -2.0% | -28.7% | -33.5% |
| YTD | -30.9% | -4.6% | -26.3% | -32.9% |
| All | -83.0% | +8.1% | -91.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling