-82.4%
FRMI vs RMD
-18.6%
-63.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.2% | +14.7% | +10.3% |
| 7D | +23.3% | -4.5% | +27.8% | +21.4% |
| 30D | -7.6% | +4.6% | -12.2% | -5.5% |
| 3M | +0.2% | +14.8% | -14.6% | +8.5% |
| 6M | -28.7% | -12.1% | -16.6% | -32.5% |
| YTD | -28.6% | -7.5% | -21.1% | -28.1% |
| All | -82.4% | -18.6% | -63.9% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 all: compounded portfolio wealth divided by compounded RMD 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…
all analysis · Full analysis span regression · 6 months rolling