-99.6%
DFNS vs FRSH
+21.1%
-120.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.3% | -12.0% | -12.1% |
| 7D | -27.7% | -13.8% | -13.9% | -15.4% |
| 30D | -58.0% | +0.3% | -58.3% | -57.9% |
| 3M | -94.0% | +10.1% | -104.1% | -94.9% |
| 6M | -94.6% | +47.7% | -142.2% | -96.2% |
| YTD | -99.4% | +8.2% | -107.7% | -99.6% |
| 1Y | -99.6% | +21.4% | -121.1% | -99.8% |
| All | -99.6% | +21.1% | -120.7% | -99.8% |
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