+8.8%
FRSH vs DOC
+20.8%
-11.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -8.8% | +6.6% | -15.4% | -9.2% |
| 3M | +8.8% | -1.1% | +9.9% | +8.8% |
| 6M | +49.1% | +4.8% | +44.2% | +49.9% |
| YTD | +3.4% | +32.1% | -28.6% | +3.8% |
| 1Y | +8.8% | +21.9% | -13.0% | +9.0% |
| All | +8.8% | +20.8% | -11.9% | +9.0% |
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