-7.7%
DIS vs FRSH
-9.2%
+1.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.2% | -6.6% | +7.8% | +1.8% |
| 30D | +3.2% | +2.1% | +1.1% | +3.0% |
| 3M | +7.0% | +29.0% | -22.0% | +4.5% |
| 6M | +6.4% | +48.6% | -42.2% | +2.3% |
| YTD | -5.6% | -2.9% | -2.7% | -6.8% |
| 1Y | -7.7% | -7.9% | +0.2% | -10.3% |
| All | -7.7% | -9.2% | +1.5% | -10.3% |
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