-38.1%
DG vs FRSH
-72.5%
+34.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -6.5% | -6.6% | +0.1% | -6.0% |
| 30D | +4.2% | +2.1% | +2.1% | +4.0% |
| 3M | +9.5% | +29.0% | -19.4% | +7.7% |
| 6M | -13.1% | +48.6% | -61.8% | -15.3% |
| YTD | -4.8% | -2.9% | -1.9% | -5.3% |
| 1Y | +20.6% | -7.9% | +28.5% | +20.3% |
| 3Y | +4.9% | -46.5% | +51.5% | +7.1% |
| All | -38.1% | -72.5% | +34.4% | -40.2% |
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