-83.0%
FRMI vs RNG
+143.5%
-226.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +15.9% | -4.1% | +20.0% | +15.4% |
| 30D | -6.0% | +8.6% | -14.6% | -4.9% |
| 3M | -1.6% | +78.0% | -79.6% | +1.5% |
| 6M | -30.7% | +67.0% | -97.7% | -29.1% |
| YTD | -30.9% | +142.4% | -173.3% | -31.3% |
| All | -83.0% | +143.5% | -226.5% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling