-95.2%
FRMI vs DOC
+14.1%
-109.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | -39.8% | +6.5% | -46.3% | -40.2% |
| 30D | -60.5% | +9.2% | -69.6% | -60.9% |
| 3M | -74.6% | -2.5% | -72.1% | -74.3% |
| 6M | -71.8% | +7.1% | -78.8% | -72.3% |
| YTD | -80.4% | +33.0% | -113.4% | -80.1% |
| 1Y | -93.9% | +23.3% | -117.1% | -94.3% |
| All | -95.2% | +14.1% | -109.3% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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