-38.1%
DIS vs FRSH
-72.4%
+34.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -3.5% | -9.6% | +6.0% | -1.8% |
| 30D | +1.0% | -0.4% | +1.4% | +0.9% |
| 3M | +5.7% | +27.2% | -21.5% | +0.8% |
| 6M | +3.3% | +42.2% | -38.9% | -4.1% |
| YTD | -7.7% | -2.6% | -5.1% | -8.8% |
| 1Y | -10.0% | -10.2% | +0.2% | -9.9% |
| 3Y | +31.7% | -45.5% | +77.2% | +40.0% |
| All | -38.1% | -72.4% | +34.3% | -39.6% |
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