+19.0%
RSP vs FRMI
-92.8%
+111.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.5% | -16.7% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.4% |
| 30D | +4.4% | -44.3% | +48.7% | +5.0% |
| 3M | +1.3% | -74.6% | +75.8% | +2.7% |
| 6M | +10.0% | -66.3% | +76.3% | +10.7% |
| YTD | +17.6% | -77.4% | +95.0% | +18.9% |
| 1Y | +19.2% | -91.7% | +111.0% | +19.6% |
| All | +19.0% | -92.8% | +111.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling