+46.0%
DGX vs FRSH
+21.1%
+24.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.4% |
| 7D | +4.1% | -13.8% | +17.9% | +3.9% |
| 30D | +10.5% | +0.3% | +10.2% | +10.5% |
| 3M | +9.8% | +10.1% | -0.3% | +10.1% |
| 6M | +34.6% | +47.7% | -13.1% | +35.9% |
| YTD | +49.8% | +8.2% | +41.6% | +50.5% |
| 1Y | +46.0% | +21.4% | +24.6% | +37.6% |
| All | +46.0% | +21.1% | +24.9% | +37.6% |
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