-85.2%
OPEN vs FRMI
-89.6%
+4.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +26.7% | -30.3% | -8.1% |
| 7D | -15.0% | +66.2% | -81.2% | -23.5% |
| 30D | -40.2% | -17.4% | -22.8% | -38.9% |
| 3M | -67.4% | -60.5% | -6.9% | -62.0% |
| 6M | -74.0% | -56.5% | -17.5% | -71.4% |
| YTD | -79.6% | -67.4% | -12.2% | -77.2% |
| 1Y | -86.1% | -85.1% | -1.0% | -82.2% |
| All | -85.2% | -89.6% | +4.4% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling