-84.3%
FRMI vs DBX
+15.9%
-100.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.8% | +4.4% |
| 7D | +2.4% | -2.4% | +4.8% | +1.3% |
| 30D | -17.3% | -0.5% | -16.8% | -16.7% |
| 3M | -17.2% | +28.1% | -45.2% | -10.2% |
| 6M | -43.4% | +33.1% | -76.5% | -39.5% |
| YTD | -36.0% | +25.3% | -61.3% | -34.0% |
| All | -84.3% | +15.9% | -100.2% | -83.8% |
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