-93.2%
FRMI vs DGX
+45.0%
-138.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.5% | -14.1% | -8.5% |
| 7D | -39.7% | +4.1% | -43.8% | -38.1% |
| 30D | -55.2% | +10.5% | -65.7% | -52.1% |
| 3M | -71.2% | +9.8% | -81.0% | -69.2% |
| 6M | -64.1% | +34.6% | -98.7% | -56.2% |
| YTD | -77.2% | +49.8% | -127.1% | -69.1% |
| 1Y | -93.2% | +46.0% | -139.2% | -91.3% |
| All | -93.2% | +45.0% | -138.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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