-84.3%
FRMI vs RSG
-1.5%
-82.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +4.1% |
| 7D | +2.4% | +0.3% | +2.1% | +2.8% |
| 30D | -17.3% | +7.6% | -24.9% | -10.1% |
| 3M | -17.2% | +7.4% | -24.6% | -10.1% |
| 6M | -43.4% | -3.3% | -40.1% | -45.1% |
| YTD | -36.0% | +6.0% | -42.0% | -29.3% |
| All | -84.3% | -1.5% | -82.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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