-93.2%
FRMI vs RNG
+179.4%
-272.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.3% | -10.6% |
| 7D | -39.7% | -9.6% | -30.2% | -40.2% |
| 30D | -55.2% | -1.4% | -53.8% | -55.2% |
| 3M | -71.2% | +28.8% | -99.9% | -70.3% |
| 6M | -64.1% | +65.6% | -129.7% | -62.7% |
| YTD | -77.2% | +171.4% | -248.6% | -77.8% |
| 1Y | -93.2% | +185.3% | -278.5% | -92.8% |
| All | -93.2% | +179.4% | -272.6% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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