+66.8%
DGX vs FRSH
-72.6%
+139.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -3.5% | -11.2% | +7.7% | -2.9% |
| 30D | -2.7% | -0.8% | -1.8% | -2.7% |
| 3M | +13.9% | +26.4% | -12.5% | +12.4% |
| 6M | +16.0% | +48.4% | -32.4% | +13.4% |
| YTD | +34.9% | -3.1% | +38.0% | +34.7% |
| 1Y | +30.6% | -8.7% | +39.3% | +30.6% |
| 3Y | +93.0% | -45.8% | +138.8% | +96.6% |
| All | +66.8% | -72.6% | +139.4% | +67.6% |
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 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