-93.2%
FRMI vs DBX
+22.5%
-115.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.3% | -13.8% | -9.4% |
| 7D | -39.7% | -1.1% | -38.6% | -40.0% |
| 30D | -55.2% | +5.0% | -60.2% | -54.2% |
| 3M | -71.2% | +4.6% | -75.8% | -70.3% |
| 6M | -64.1% | +43.9% | -108.0% | -60.3% |
| YTD | -77.2% | +29.9% | -107.1% | -76.4% |
| 1Y | -93.2% | +24.6% | -117.8% | -92.8% |
| All | -93.2% | +22.5% | -115.7% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling