-95.3%
FRMI vs DOC
+13.3%
-108.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.9% |
| 7D | -46.5% | +6.2% | -52.7% | -46.8% |
| 30D | -63.8% | +6.5% | -70.3% | -64.1% |
| 3M | -75.3% | -6.2% | -69.0% | -74.8% |
| 6M | -69.0% | +25.6% | -94.6% | -71.2% |
| YTD | -80.9% | +32.1% | -113.0% | -80.6% |
| 1Y | -94.2% | +20.3% | -114.5% | -94.8% |
| All | -95.3% | +13.3% | -108.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling