-75.0%
FRSH vs DAR
-10.3%
-64.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -0.8% | +6.4% | -7.3% | -3.1% |
| 3M | +26.4% | +13.2% | +13.2% | +20.3% |
| 6M | +48.4% | +26.2% | +22.2% | +35.3% |
| YTD | -3.1% | +84.4% | -87.5% | -23.4% |
| 1Y | -8.7% | +112.0% | -120.7% | -32.4% |
| 3Y | -45.8% | +13.4% | -59.2% | -50.0% |
| All | -75.0% | -10.3% | -64.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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