-83.0%
FRMI vs ROP
-21.1%
-61.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -4.0% |
| 7D | +15.9% | -6.1% | +22.1% | +11.8% |
| 30D | -6.0% | -3.4% | -2.6% | -7.5% |
| 3M | -1.6% | +16.7% | -18.3% | +5.8% |
| 6M | -30.7% | +8.1% | -38.8% | -26.4% |
| YTD | -30.9% | -11.7% | -19.2% | -36.4% |
| All | -83.0% | -21.1% | -61.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling