-93.2%
FRMI vs RRX
+30.0%
-123.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.6% | -6.9% | -9.0% |
| 7D | -39.7% | +7.6% | -47.4% | -42.0% |
| 30D | -55.2% | +7.5% | -62.7% | -56.7% |
| 3M | -71.2% | -21.0% | -50.1% | -68.6% |
| 6M | -64.1% | -18.1% | -46.0% | -61.8% |
| YTD | -77.2% | +24.3% | -101.5% | -80.2% |
| 1Y | -93.2% | +29.3% | -122.5% | -93.9% |
| All | -93.2% | +30.0% | -123.2% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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