+70.1%
DRI vs FRSH
-70.6%
+140.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | 0.0% |
| 7D | +0.6% | -8.2% | +8.7% | +1.6% |
| 30D | +3.8% | +10.5% | -6.7% | +2.4% |
| 3M | +13.0% | +32.7% | -19.7% | +8.7% |
| 6M | +8.3% | +50.3% | -42.0% | +2.1% |
| YTD | +20.6% | +3.9% | +16.7% | +18.7% |
| 1Y | +6.5% | -2.2% | +8.6% | +5.4% |
| 3Y | +53.7% | -42.9% | +96.6% | +60.2% |
| All | +70.1% | -70.6% | +140.6% | +53.8% |
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