-30.7%
FRSH vs DOC
+43.2%
-73.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -15.4% | +6.2% | -21.6% | -16.9% |
| 30D | -7.7% | +6.5% | -14.2% | -9.5% |
| 3M | +10.2% | -6.2% | +16.5% | +12.1% |
| 6M | +38.2% | +25.6% | +12.6% | +27.8% |
| YTD | +3.7% | +32.1% | -28.4% | -6.6% |
| 1Y | +14.8% | +20.3% | -5.5% | +7.4% |
| All | -30.7% | +43.2% | -73.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling