-54.2%
DOCS vs FRSH
-68.5%
+14.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.1% |
| 7D | -0.8% | -17.7% | +17.0% | +7.1% |
| 30D | +17.4% | -11.0% | +28.4% | +22.7% |
| 3M | +57.4% | +4.5% | +52.9% | +54.4% |
| 6M | +26.5% | +36.2% | -9.7% | +11.1% |
| YTD | -26.6% | -1.1% | -25.4% | -27.9% |
| 1Y | -48.1% | +11.6% | -59.7% | -51.6% |
| 3Y | +52.6% | -33.9% | +86.5% | +62.8% |
| All | -54.2% | -68.5% | +14.2% | -39.5% |
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