-94.4%
FRMI vs DOCU
+12.9%
-107.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.2% | -10.7% | -10.5% |
| 7D | -39.7% | -3.7% | -36.0% | -40.5% |
| 30D | -55.2% | +15.0% | -70.1% | -52.7% |
| 3M | -71.2% | +39.9% | -111.1% | -67.2% |
| 6M | -64.1% | +66.2% | -130.3% | -57.1% |
| YTD | -77.2% | +17.7% | -94.9% | -75.1% |
| 1Y | -93.2% | +13.7% | -106.8% | -92.7% |
| All | -94.4% | +12.9% | -107.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling