+8.3%
DIS vs FRSH
+21.1%
-12.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +4.6% |
| 7D | +9.1% | -13.8% | +22.9% | +10.3% |
| 30D | +14.8% | +0.3% | +14.5% | +14.5% |
| 3M | +21.2% | +10.1% | +11.0% | +19.7% |
| 6M | +18.3% | +47.7% | -29.3% | +14.3% |
| YTD | +5.4% | +8.2% | -2.9% | +1.4% |
| 1Y | +8.3% | +21.4% | -13.2% | +6.0% |
| All | +8.3% | +21.1% | -12.8% | +6.0% |
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