+39.1%
DOCS vs FRSH
-30.5%
+69.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.9% |
| 7D | -4.2% | -8.9% | +4.7% | -1.2% |
| 30D | +8.6% | -13.2% | +21.9% | +13.5% |
| 3M | +27.2% | +0.9% | +26.3% | +26.7% |
| 6M | +26.5% | +40.3% | -13.8% | +14.4% |
| YTD | -25.0% | -1.4% | -23.6% | -26.8% |
| 1Y | -37.0% | +3.8% | -40.8% | -39.4% |
| All | +39.1% | -30.5% | +69.6% | +36.6% |
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