-93.9%
FRMI vs DOC
+20.9%
-114.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -39.8% | +6.5% | -46.3% | -40.9% |
| 30D | -60.5% | +9.2% | -69.6% | -61.6% |
| 3M | -74.6% | -2.5% | -72.1% | -74.2% |
| 6M | -71.8% | +7.1% | -78.8% | -73.0% |
| YTD | -80.4% | +33.0% | -113.4% | -82.3% |
| 1Y | -93.9% | +23.3% | -117.1% | -94.6% |
| All | -93.9% | +20.9% | -114.8% | -94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling