-54.0%
DOCS vs FRMI
-93.8%
+39.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -1.9% |
| 7D | -0.8% | -39.8% | +39.1% | -3.6% |
| 30D | +17.4% | -60.5% | +77.9% | +11.1% |
| 3M | +57.4% | -74.6% | +132.0% | +44.9% |
| 6M | +26.5% | -71.8% | +98.3% | +19.0% |
| YTD | -26.6% | -80.4% | +53.8% | -31.0% |
| 1Y | -48.1% | -93.9% | +45.8% | -52.9% |
| All | -54.0% | -93.8% | +39.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling