-98.3%
DFNS vs FRSH
-3.3%
-94.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +5.2% |
| 7D | -16.0% | -8.2% | -7.8% | -8.3% |
| 30D | -77.7% | +10.5% | -88.2% | -80.8% |
| 3M | -77.2% | +32.7% | -109.9% | -82.1% |
| 6M | -95.2% | +50.3% | -145.5% | -96.4% |
| YTD | -98.0% | +3.9% | -101.9% | -98.5% |
| 1Y | -98.3% | -2.2% | -96.1% | -98.7% |
| All | -98.3% | -3.3% | -94.9% | -98.7% |
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