+253.2%
DOCN vs FRMI
-77.3%
+330.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +11.5% | +1.1% | +11.0% |
| 7D | +16.3% | +23.3% | -7.0% | +13.1% |
| 30D | +2.0% | -7.6% | +9.7% | +2.5% |
| 3M | -25.2% | +0.2% | -25.4% | -25.9% |
| 6M | +132.7% | -28.7% | +161.4% | +134.7% |
| YTD | +163.3% | -28.6% | +191.9% | +164.8% |
| All | +253.2% | -77.3% | +330.5% | +267.9% |
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