-36.5%
DG vs FRSH
-72.0%
+35.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.7% |
| 7D | -2.5% | -10.1% | +7.6% | -1.8% |
| 30D | +1.0% | +2.2% | -1.2% | +0.8% |
| 3M | +20.3% | +28.6% | -8.3% | +18.3% |
| 6M | -11.7% | +40.2% | -51.9% | -13.7% |
| YTD | -2.3% | -1.2% | -1.1% | -2.9% |
| 1Y | +20.0% | -7.9% | +27.9% | +19.7% |
| 3Y | +7.2% | -44.7% | +52.0% | +9.2% |
| All | -36.5% | -72.0% | +35.5% | -38.7% |
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 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