-22.5%
DIS vs FRSH
-66.7%
+44.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +4.6% | -2.7% | +1.0% |
| 30D | +9.2% | -7.5% | +16.6% | +10.4% |
| 3M | +13.5% | -0.1% | +13.6% | +12.9% |
| 6M | +14.3% | +54.5% | -40.2% | +4.0% |
| YTD | +5.4% | +3.4% | +1.9% | +2.5% |
| 1Y | +12.2% | +6.4% | +5.8% | +8.4% |
| 3Y | +37.2% | -26.3% | +63.4% | +37.1% |
| All | -22.5% | -66.7% | +44.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling