-84.3%
FRMI vs RRX
+14.4%
-98.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.3% |
| 7D | +2.4% | +3.4% | -1.0% | +1.3% |
| 30D | -17.3% | -11.1% | -6.2% | -14.1% |
| 3M | -17.2% | -23.7% | +6.6% | -10.7% |
| 6M | -43.4% | -22.0% | -21.4% | -40.1% |
| YTD | -36.0% | +16.5% | -52.5% | -32.2% |
| All | -84.3% | +14.4% | -98.7% | -83.1% |
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