+55.2%
DLR vs FRSH
-46.5%
+101.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.3% | -11.2% | +9.9% | -0.3% |
| 30D | -2.9% | -0.8% | -2.0% | -2.9% |
| 3M | +3.2% | +26.4% | -23.2% | +0.5% |
| 6M | +3.9% | +48.4% | -44.5% | -1.0% |
| YTD | +21.4% | -3.1% | +24.5% | +21.7% |
| 1Y | +9.7% | -8.7% | +18.4% | +10.6% |
| All | +55.2% | -46.5% | +101.7% | +68.2% |
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