-93.2%
FRMI vs ROP
+10.4%
-103.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.9% | -14.5% | -8.1% |
| 7D | -39.7% | +11.7% | -51.4% | -35.0% |
| 30D | -55.2% | +35.5% | -90.6% | -45.8% |
| 3M | -71.2% | +25.6% | -96.8% | -66.5% |
| 6M | -64.1% | +39.3% | -103.4% | -56.0% |
| YTD | -77.2% | +11.6% | -88.9% | -73.0% |
| 1Y | -93.2% | +10.6% | -103.8% | -91.7% |
| All | -93.2% | +10.4% | -103.6% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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