+213.5%
DOCN vs FRMI
-79.6%
+293.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +2.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | -9.6% | -17.3% | +7.7% | -7.9% |
| 3M | -37.7% | -17.2% | -20.5% | -36.8% |
| 6M | +115.2% | -43.4% | +158.6% | +122.5% |
| YTD | +133.7% | -36.0% | +169.7% | +138.5% |
| All | +213.5% | -79.6% | +293.2% | +231.4% |
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 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