-63.2%
FRMI vs DOCU
+66.6%
-129.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.7% | -10.5% |
| 7D | -39.7% | -3.7% | -36.0% | -40.9% |
| 30D | -55.2% | +15.0% | -70.1% | -51.3% |
| 3M | -71.2% | +39.9% | -111.1% | -64.6% |
| All | -63.2% | +66.6% | -129.8% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling