+143.0%
DOCN vs FRMI
-92.8%
+235.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +17.5% | -7.9% | +6.4% |
| 7D | +3.7% | -0.5% | +4.3% | +3.9% |
| 30D | -33.7% | -44.3% | +10.6% | -27.4% |
| 3M | -27.9% | -74.6% | +46.7% | -12.5% |
| 6M | -46.4% | -66.3% | +19.9% | -38.2% |
| YTD | +81.1% | -77.4% | +158.5% | +115.5% |
| 1Y | +74.3% | -91.7% | +166.0% | +116.9% |
| All | +143.0% | -92.8% | +235.8% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling