+35.4%
DD vs FRSH
+21.1%
+14.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -2.0% |
| 7D | +8.7% | -13.8% | +22.5% | +8.2% |
| 30D | +15.3% | +0.3% | +15.0% | +15.5% |
| 3M | +5.9% | +10.1% | -4.2% | +6.7% |
| 6M | +11.6% | +47.7% | -36.1% | +14.0% |
| YTD | +26.5% | +8.2% | +18.3% | +33.7% |
| 1Y | +35.4% | +21.4% | +14.0% | +37.4% |
| All | +35.4% | +21.1% | +14.3% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling