-95.2%
FRMI vs DOCU
+8.9%
-104.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.1% |
| 7D | -39.8% | -5.5% | -34.3% | -41.1% |
| 30D | -60.5% | +12.6% | -73.1% | -58.6% |
| 3M | -74.6% | +36.4% | -111.0% | -71.4% |
| 6M | -71.8% | +66.8% | -138.6% | -66.4% |
| YTD | -80.4% | +13.5% | -93.8% | -78.8% |
| 1Y | -93.9% | +11.3% | -105.2% | -93.4% |
| All | -95.2% | +8.9% | -104.1% | -94.6% |
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