+45.1%
ON vs FRMI
-78.6%
+123.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -4.7% | +10.9% | -15.6% | -5.7% |
| 30D | -13.5% | -24.3% | +10.8% | -11.7% |
| 3M | -36.3% | -21.8% | -14.5% | -35.9% |
| 6M | +17.8% | -33.0% | +50.8% | +17.0% |
| YTD | +29.6% | -32.6% | +62.2% | +29.1% |
| All | +45.1% | -78.6% | +123.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling