+67.0%
DIA vs FRSH
-72.5%
+139.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -6.6% | +5.0% | -0.9% |
| 30D | -2.0% | +2.1% | -4.1% | -2.4% |
| 3M | +3.6% | +29.0% | -25.3% | +0.5% |
| 6M | +11.5% | +48.6% | -37.1% | +6.2% |
| YTD | +10.4% | -2.9% | +13.3% | +9.7% |
| 1Y | +15.6% | -7.9% | +23.5% | +15.4% |
| 3Y | +58.9% | -46.5% | +105.4% | +64.6% |
| All | +67.0% | -72.5% | +139.5% | +67.5% |
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