-83.1%
FRMI vs DBX
+18.3%
-101.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +2.6% |
| 7D | +7.4% | +2.1% | +5.3% | +8.5% |
| 30D | -27.6% | +5.7% | -33.4% | -25.4% |
| 3M | -20.9% | +31.8% | -52.7% | -13.2% |
| 6M | -36.6% | +37.5% | -74.1% | -31.3% |
| YTD | -31.3% | +27.9% | -59.2% | -28.4% |
| All | -83.1% | +18.3% | -101.4% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling