-26.4%
UBER vs FRMI
-78.0%
+51.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.8% |
| 7D | -7.0% | +15.9% | -23.0% | -7.1% |
| 30D | -8.9% | -6.0% | -3.0% | -8.9% |
| 3M | +1.0% | -1.6% | +2.6% | +0.2% |
| 6M | -3.7% | -30.7% | +27.0% | -4.4% |
| YTD | -13.0% | -30.9% | +17.9% | -14.0% |
| All | -26.4% | -78.0% | +51.6% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling