-53.7%
DOCN vs FRMI
-69.8%
+16.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -15.9% | +0.1% | -11.8% |
| 7D | -29.3% | -46.5% | +17.2% | -18.0% |
| 30D | -46.0% | -63.8% | +17.8% | -32.0% |
| 3M | -43.2% | -75.3% | +32.1% | -23.5% |
| 6M | -53.7% | -69.0% | +15.3% | -38.7% |
| All | -53.7% | -69.8% | +16.1% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling