+57.5%
ON vs FRMI
-78.1%
+135.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.3% |
| 7D | +2.4% | +7.4% | -5.1% | +1.7% |
| 30D | -8.6% | -27.6% | +19.0% | -6.3% |
| 3M | -34.3% | -20.9% | -13.5% | -34.0% |
| 6M | +28.5% | -36.6% | +65.1% | +27.8% |
| YTD | +40.6% | -31.3% | +71.9% | +39.9% |
| All | +57.5% | -78.1% | +135.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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