-94.4%
FRMI vs DOCU
+12.4%
-106.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +3.2% | +14.3% | +18.5% |
| 7D | -0.5% | -0.4% | -0.1% | -1.0% |
| 30D | -44.3% | +12.9% | -57.2% | -41.9% |
| 3M | -74.6% | +35.1% | -109.6% | -71.4% |
| 6M | -66.3% | +76.2% | -142.5% | -59.3% |
| YTD | -77.4% | +17.2% | -94.6% | -75.3% |
| 1Y | -91.7% | +16.4% | -108.2% | -91.0% |
| All | -94.4% | +12.4% | -106.9% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling