-61.5%
DOCS vs FRSH
-72.5%
+11.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.6% | -16.0% | +15.5% | +6.1% |
| 30D | +6.3% | -14.7% | +21.0% | +12.7% |
| 3M | +26.5% | -0.8% | +27.3% | +26.5% |
| 6M | +24.8% | +34.5% | -9.8% | +10.8% |
| YTD | -26.8% | -3.0% | -23.8% | -27.5% |
| 1Y | -38.3% | +4.9% | -43.1% | -40.8% |
| 3Y | +36.0% | -31.9% | +68.0% | +43.0% |
| 5Y | -55.0% | -68.7% | +13.7% | -50.0% |
| All | -61.5% | -72.5% | +11.0% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling