+15.8%
RTX vs FRMI
-87.9%
+103.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.7% | -26.6% | +0.1% |
| 7D | +4.8% | +66.2% | -61.5% | +4.7% |
| 30D | +6.5% | -17.4% | +23.9% | +6.2% |
| 3M | -9.6% | -60.5% | +50.8% | -9.5% |
| 6M | +12.3% | -56.5% | +68.8% | +12.2% |
| YTD | +9.5% | -67.4% | +76.8% | +9.5% |
| 1Y | +15.8% | -85.1% | +100.9% | +17.0% |
| All | +15.8% | -87.9% | +103.8% | +17.0% |
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 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