-52.9%
DOCS vs FRSH
-66.7%
+13.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | +4.6% | -2.1% | +0.6% |
| 30D | +11.4% | -7.5% | +18.9% | +14.6% |
| 3M | +25.4% | -0.1% | +25.5% | +24.9% |
| 6M | +42.5% | +54.5% | -12.0% | +18.8% |
| YTD | -24.7% | +3.4% | -28.1% | -27.5% |
| 1Y | -32.9% | +6.4% | -39.3% | -36.3% |
| 3Y | +39.6% | -26.3% | +65.9% | +41.9% |
| All | -52.9% | -66.7% | +13.8% | -42.7% |
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 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