-68.7%
DOCS vs FRSH
-70.6%
+1.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.0% |
| 7D | -1.4% | -8.2% | +6.7% | +1.8% |
| 30D | +21.8% | +10.5% | +11.3% | +17.5% |
| 3M | +27.3% | +32.7% | -5.4% | +14.2% |
| 6M | -0.3% | +50.3% | -50.6% | -15.1% |
| YTD | -40.5% | +3.9% | -44.4% | -42.5% |
| 1Y | -61.5% | -2.2% | -59.4% | -62.2% |
| 3Y | +8.2% | -42.9% | +51.1% | +22.8% |
| All | -68.7% | -70.6% | +1.8% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling