-53.5%
DOCS vs FRMI
-93.4%
+39.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.5% |
| 7D | 0.0% | -24.7% | +24.7% | -1.6% |
| 30D | +7.8% | -51.6% | +59.4% | +3.3% |
| 3M | +20.0% | -73.1% | +93.1% | +10.9% |
| 6M | +26.5% | -68.3% | +94.8% | +19.5% |
| YTD | -25.8% | -79.3% | +53.5% | -30.0% |
| 1Y | -39.5% | -93.2% | +53.7% | -44.8% |
| All | -53.5% | -93.4% | +39.9% | -58.2% |
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