-24.9%
UBER vs FRMI
-78.6%
+53.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.1% |
| 7D | -4.5% | +10.9% | -15.4% | -4.5% |
| 30D | -7.6% | -24.3% | +16.7% | -7.5% |
| 3M | +5.8% | -21.8% | +27.5% | +5.6% |
| 6M | +0.3% | -33.0% | +33.3% | -0.4% |
| YTD | -11.2% | -32.6% | +21.4% | -12.2% |
| All | -24.9% | -78.6% | +53.7% | -25.6% |
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