-83.1%
FRMI vs RNG
+141.0%
-224.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +7.4% | -6.1% | +13.5% | +6.7% |
| 30D | -27.6% | +9.6% | -37.2% | -26.8% |
| 3M | -20.9% | +83.3% | -104.2% | -18.2% |
| 6M | -36.6% | +77.9% | -114.5% | -35.0% |
| YTD | -31.3% | +139.9% | -171.2% | -31.7% |
| All | -83.1% | +141.0% | -224.1% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling