-73.4%
FRSH vs DOC
-22.7%
-50.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -8.8% | +6.6% | -15.4% | -11.8% |
| 3M | +8.8% | -1.1% | +9.9% | +8.9% |
| 6M | +49.1% | +4.8% | +44.2% | +44.8% |
| YTD | +3.4% | +32.1% | -28.6% | -12.5% |
| 1Y | +8.8% | +21.9% | -13.0% | -3.7% |
| 3Y | -27.4% | +51.4% | -78.8% | -46.8% |
| 5Y | -66.4% | -21.2% | -45.2% | -63.4% |
| All | -73.4% | -22.7% | -50.6% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling