+69.6%
DGX vs FRSH
-72.5%
+142.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.9% | -6.6% | +5.7% | -0.6% |
| 30D | -1.2% | +2.1% | -3.3% | -1.3% |
| 3M | +15.8% | +29.0% | -13.2% | +14.2% |
| 6M | +18.2% | +48.6% | -30.5% | +15.5% |
| YTD | +37.2% | -2.9% | +40.1% | +36.9% |
| 1Y | +30.4% | -7.9% | +38.3% | +30.4% |
| 3Y | +96.7% | -46.5% | +143.2% | +100.6% |
| All | +69.6% | -72.5% | +142.1% | +70.4% |
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