-2.2%
FRSH vs DOC
+23.9%
-26.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.6% |
| 7D | -8.2% | -1.5% | -6.7% | -8.0% |
| 30D | +10.5% | -4.8% | +15.3% | +10.8% |
| 3M | +32.7% | +6.9% | +25.9% | +32.9% |
| 6M | +50.3% | +20.7% | +29.6% | +51.2% |
| YTD | +3.9% | +34.1% | -30.2% | +2.3% |
| 1Y | -2.2% | +22.6% | -24.8% | -3.7% |
| All | -2.2% | +23.9% | -26.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling