-61.9%
OPEN vs FRMI
-77.3%
+15.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.5% | -14.1% | -4.7% |
| 7D | +1.0% | +23.3% | -22.3% | -3.1% |
| 30D | -11.9% | -7.6% | -4.3% | -11.6% |
| 3M | -28.8% | +0.2% | -28.9% | -31.3% |
| 6M | -38.6% | -28.7% | -9.9% | -38.0% |
| YTD | -47.3% | -28.6% | -18.7% | -48.2% |
| All | -61.9% | -77.3% | +15.4% | -54.7% |
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