+128.1%
DAL vs FRSH
-72.1%
+200.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.3% |
| 7D | +2.3% | -8.9% | +11.2% | +4.4% |
| 30D | +14.3% | -13.2% | +27.5% | +17.5% |
| 3M | +1.3% | +0.9% | +0.4% | +0.1% |
| 6M | +29.3% | +40.3% | -11.0% | +17.5% |
| YTD | +33.0% | -1.4% | +34.4% | +29.7% |
| 1Y | +59.8% | +3.8% | +56.1% | +53.8% |
| 3Y | +177.2% | -30.8% | +208.0% | +183.5% |
| 5Y | +118.4% | -68.5% | +186.9% | +113.0% |
| All | +128.1% | -72.1% | +200.2% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling