-99.9%
DFNS vs FRSH
-72.6%
-27.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | -3.3% | -11.2% | +7.8% | -3.2% |
| 30D | -73.1% | -0.8% | -72.3% | -73.1% |
| 3M | -71.4% | +26.4% | -97.8% | -71.1% |
| 6M | -93.8% | +48.4% | -142.2% | -93.7% |
| YTD | -98.0% | -3.1% | -94.9% | -98.1% |
| 1Y | -98.2% | -8.7% | -89.5% | -98.2% |
| 3Y | -99.9% | -45.8% | -54.1% | -99.9% |
| All | -99.9% | -72.6% | -27.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling