-93.2%
FRMI vs RRC
+44.7%
-137.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.5% | -7.0% | -10.2% |
| 7D | -39.7% | -6.8% | -33.0% | -39.4% |
| 30D | -55.2% | +34.7% | -89.9% | -55.9% |
| 3M | -71.2% | +31.5% | -102.7% | -71.7% |
| 6M | -64.1% | +21.8% | -85.9% | -64.3% |
| YTD | -77.2% | +48.9% | -126.1% | -77.6% |
| 1Y | -93.2% | +42.1% | -135.3% | -93.5% |
| All | -93.2% | +44.7% | -137.8% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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