-84.3%
FRMI vs DOCU
-4.0%
-80.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.7% | +1.7% | +6.4% |
| 7D | +2.4% | +6.9% | -4.5% | +4.4% |
| 30D | -17.3% | +19.0% | -36.3% | -12.1% |
| 3M | -17.2% | +34.3% | -51.4% | -9.7% |
| 6M | -43.4% | +48.0% | -91.4% | -36.2% |
| YTD | -36.0% | 0.0% | -36.0% | -34.6% |
| All | -84.3% | -4.0% | -80.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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