+32.8%
DIS vs FRSH
-48.3%
+81.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.4% |
| 7D | -1.1% | -10.1% | +9.0% | +0.2% |
| 30D | +0.1% | +2.2% | -2.1% | -0.3% |
| 3M | +7.1% | +28.6% | -21.5% | +3.4% |
| 6M | +4.3% | +40.2% | -35.9% | -0.8% |
| YTD | -6.9% | -1.2% | -5.7% | -7.7% |
| 1Y | -10.3% | -7.9% | -2.4% | -10.3% |
| 3Y | +32.8% | -44.7% | +77.6% | +38.2% |
| All | +32.8% | -48.3% | +81.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling