-53.0%
DOCS vs FRMI
-93.9%
+40.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.9% | +11.6% | -5.3% |
| 7D | -1.3% | -46.5% | +45.2% | -4.9% |
| 30D | +19.4% | -63.8% | +83.2% | +12.3% |
| 3M | +53.4% | -75.3% | +128.7% | +41.1% |
| 6M | +28.8% | -69.0% | +97.8% | +21.0% |
| YTD | -25.1% | -80.9% | +55.8% | -29.7% |
| 1Y | -48.1% | -94.2% | +46.1% | -53.2% |
| All | -53.0% | -93.9% | +40.9% | -58.0% |
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