+47.6%
ON vs FRMI
-87.9%
+135.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +26.7% | -30.3% | -6.7% |
| 7D | +12.2% | +66.2% | -54.0% | +4.7% |
| 30D | -3.1% | -17.4% | +14.3% | -2.5% |
| 3M | -12.9% | -60.5% | +47.6% | -5.5% |
| 6M | -38.6% | -56.5% | +17.9% | -35.4% |
| YTD | +31.2% | -67.4% | +98.6% | +39.1% |
| 1Y | +47.6% | -85.1% | +132.7% | +57.5% |
| All | +47.6% | -87.9% | +135.6% | +57.5% |
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