-83.0%
FRMI vs RRC
+12.0%
-95.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +15.9% | -1.7% | +17.7% | +16.1% |
| 30D | -6.0% | +3.6% | -9.6% | -6.3% |
| 3M | -1.6% | +8.8% | -10.4% | -2.8% |
| 6M | -30.7% | +0.8% | -31.5% | -30.5% |
| YTD | -30.9% | +19.0% | -49.8% | -30.3% |
| All | -83.0% | +12.0% | -95.0% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling