+118.3%
DOCN vs FRMI
-93.4%
+211.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +7.0% |
| 7D | -12.8% | -24.7% | +11.9% | -8.5% |
| 30D | -41.9% | -51.6% | +9.7% | -34.8% |
| 3M | -36.9% | -73.1% | +36.2% | -23.8% |
| 6M | -52.2% | -68.3% | +16.0% | -44.1% |
| YTD | +62.7% | -79.3% | +142.0% | +96.9% |
| 1Y | +58.2% | -93.2% | +151.4% | +100.3% |
| All | +118.3% | -93.4% | +211.7% | +173.6% |
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