+96.2%
DAL vs FRSH
-72.4%
+168.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +0.8% | -9.6% | +10.3% | +3.0% |
| 30D | -11.7% | -0.4% | -11.3% | -12.0% |
| 3M | -2.7% | +27.2% | -29.9% | -8.6% |
| 6M | +30.7% | +42.2% | -11.5% | +18.5% |
| YTD | +14.4% | -2.6% | +17.0% | +12.5% |
| 1Y | +31.2% | -10.2% | +41.4% | +31.3% |
| 3Y | +99.4% | -45.5% | +145.0% | +116.2% |
| All | +96.2% | -72.4% | +168.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling