-65.4%
OPEN vs FRMI
-78.1%
+12.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -11.4% | +7.4% | -18.9% | -12.7% |
| 30D | -20.1% | -27.6% | +7.6% | -15.6% |
| 3M | -37.6% | -20.9% | -16.7% | -36.7% |
| 6M | -47.1% | -36.6% | -10.5% | -45.3% |
| YTD | -52.1% | -31.3% | -20.9% | -52.6% |
| All | -65.4% | -78.1% | +12.7% | -58.5% |
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