-99.9%
DFNS vs FRSH
-72.0%
-27.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.2% | -0.7% |
| 7D | +0.8% | -10.1% | +10.9% | +0.9% |
| 30D | -73.2% | +2.2% | -75.4% | -73.2% |
| 3M | -72.4% | +28.6% | -101.0% | -72.2% |
| 6M | -95.2% | +40.2% | -135.4% | -95.2% |
| YTD | -98.0% | -1.2% | -96.8% | -98.0% |
| 1Y | -98.3% | -7.9% | -90.3% | -98.3% |
| 3Y | -99.9% | -44.7% | -55.1% | -99.9% |
| All | -99.9% | -72.0% | -27.8% | -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 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