-70.3%
FRSH vs DOC
-21.4%
-48.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.0% |
| 7D | -17.7% | +6.5% | -24.2% | -20.2% |
| 30D | -11.0% | +9.2% | -20.1% | -14.8% |
| 3M | +4.5% | -2.5% | +7.0% | +5.3% |
| 6M | +36.2% | +7.1% | +29.1% | +31.0% |
| YTD | -1.1% | +33.0% | -34.1% | -16.6% |
| 1Y | +11.6% | +23.3% | -11.7% | -1.9% |
| 3Y | -33.9% | +44.9% | -78.8% | -50.1% |
| All | -70.3% | -21.4% | -48.8% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling