-95.3%
FRMI vs DOCU
+10.7%
-106.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.0% | -14.0% | -16.6% |
| 7D | -46.5% | -3.2% | -43.3% | -47.2% |
| 30D | -63.8% | +15.7% | -79.5% | -61.8% |
| 3M | -75.3% | +37.3% | -112.6% | -72.1% |
| 6M | -69.0% | +63.1% | -132.2% | -63.2% |
| YTD | -80.9% | +15.4% | -96.3% | -79.2% |
| 1Y | -94.2% | +11.3% | -105.5% | -93.9% |
| All | -95.3% | +10.7% | -106.0% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling