-52.8%
DOCS vs FRMI
-89.6%
+36.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.7% | -26.3% | +1.8% |
| 7D | +2.6% | +66.2% | -63.7% | +5.6% |
| 30D | +11.4% | -17.4% | +28.8% | +10.1% |
| 3M | +25.4% | -60.5% | +85.8% | +18.4% |
| 6M | +42.5% | -56.5% | +99.0% | +37.8% |
| YTD | -24.7% | -67.4% | +42.7% | -27.2% |
| 1Y | -32.9% | -85.1% | +52.1% | -36.4% |
| All | -52.8% | -89.6% | +36.8% | -56.5% |
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