+67.7%
DIA vs FRSH
-72.0%
+139.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.6% |
| 7D | +0.1% | -10.1% | +10.2% | +1.2% |
| 30D | -2.1% | +2.2% | -4.3% | -2.4% |
| 3M | +4.2% | +28.6% | -24.4% | +1.1% |
| 6M | +11.9% | +40.2% | -28.3% | +7.2% |
| YTD | +10.8% | -1.2% | +12.0% | +9.9% |
| 1Y | +17.5% | -7.9% | +25.4% | +17.3% |
| 3Y | +59.9% | -44.7% | +104.7% | +65.2% |
| All | +67.7% | -72.0% | +139.8% | +67.9% |
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