-83.1%
FRMI vs RSG
-1.5%
-81.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.9% |
| 7D | +7.4% | 0.0% | +7.4% | +7.5% |
| 30D | -27.6% | +4.0% | -31.6% | -24.1% |
| 3M | -20.9% | +7.4% | -28.2% | -14.2% |
| 6M | -36.6% | +0.1% | -36.7% | -36.1% |
| YTD | -31.3% | +6.0% | -37.3% | -24.0% |
| All | -83.1% | -1.5% | -81.6% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling