-60.4%
DOCS vs FRSH
-70.7%
+10.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | +4.6% | -2.1% | +0.7% |
| 30D | +11.4% | -7.5% | +18.9% | +14.4% |
| 3M | +25.4% | -0.1% | +25.5% | +24.9% |
| 6M | +42.5% | +54.5% | -12.0% | +19.8% |
| YTD | -24.7% | +3.4% | -28.1% | -27.3% |
| 1Y | -32.9% | +6.4% | -39.3% | -36.1% |
| 3Y | +39.6% | -26.3% | +65.9% | +42.1% |
| 5Y | -54.6% | -66.4% | +11.8% | -50.9% |
| All | -60.4% | -70.7% | +10.3% | -58.7% |
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