+39.5%
DLR vs FRSH
-72.4%
+111.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +2.9% | -9.6% | +12.4% | +4.2% |
| 30D | -1.2% | -0.4% | -0.7% | -1.3% |
| 3M | +2.9% | +27.2% | -24.3% | -0.7% |
| 6M | +6.7% | +42.2% | -35.5% | +0.9% |
| YTD | +23.9% | -2.6% | +26.5% | +22.8% |
| 1Y | +18.6% | -10.2% | +28.8% | +18.8% |
| 3Y | +59.7% | -45.5% | +105.2% | +67.9% |
| All | +39.5% | -72.4% | +111.9% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling