-29.8%
DIS vs FRSH
-70.7%
+40.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.0% |
| 7D | +0.9% | -0.2% | +1.1% | +0.8% |
| 30D | +8.9% | -8.8% | +17.7% | +10.3% |
| 3M | +14.5% | +8.8% | +5.7% | +12.2% |
| 6M | +12.2% | +49.1% | -36.8% | +3.3% |
| YTD | +4.7% | +3.4% | +1.3% | +2.0% |
| 1Y | +2.8% | +8.8% | -6.0% | -1.0% |
| 3Y | +38.1% | -27.4% | +65.5% | +38.5% |
| 5Y | -23.6% | -66.4% | +42.8% | -26.3% |
| All | -29.8% | -70.7% | +40.9% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling