-84.3%
FRMI vs ROP
-17.7%
-66.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +8.9% | +3.2% |
| 7D | +2.4% | -4.4% | +6.8% | -0.3% |
| 30D | -17.3% | +3.2% | -20.5% | -15.5% |
| 3M | -17.2% | +23.1% | -40.2% | -8.3% |
| 6M | -43.4% | +13.3% | -56.7% | -38.2% |
| YTD | -36.0% | -7.9% | -28.1% | -39.6% |
| All | -84.3% | -17.7% | -66.6% | -86.9% |
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