+39.2%
DLR vs FRSH
-72.5%
+111.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | -6.6% | +6.7% | +0.9% |
| 30D | -4.3% | +2.1% | -6.4% | -4.7% |
| 3M | +3.8% | +29.0% | -25.1% | 0.0% |
| 6M | +5.8% | +48.6% | -42.8% | -0.5% |
| YTD | +23.5% | -2.9% | +26.5% | +22.6% |
| 1Y | +11.1% | -7.9% | +19.0% | +10.8% |
| 3Y | +57.9% | -46.5% | +104.4% | +66.5% |
| All | +39.2% | -72.5% | +111.7% | +41.5% |
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