-94.9%
FRMI vs DOCU
+9.1%
-104.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.8% |
| 7D | -24.7% | -4.8% | -19.9% | -26.0% |
| 30D | -51.6% | +9.4% | -61.0% | -49.9% |
| 3M | -73.1% | +29.0% | -102.2% | -70.2% |
| 6M | -68.3% | +62.3% | -130.6% | -62.5% |
| YTD | -79.3% | +13.7% | -92.9% | -77.5% |
| 1Y | -93.2% | +11.5% | -104.7% | -92.7% |
| All | -94.9% | +9.1% | -104.0% | -94.3% |
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