-73.3%
FRSH vs DOC
-22.7%
-50.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -15.4% | +6.2% | -21.6% | -17.9% |
| 30D | -7.7% | +6.5% | -14.2% | -10.6% |
| 3M | +10.2% | -6.2% | +16.5% | +13.1% |
| 6M | +38.2% | +25.6% | +12.6% | +21.3% |
| YTD | +3.7% | +32.1% | -28.4% | -12.2% |
| 1Y | +14.8% | +20.3% | -5.5% | +2.4% |
| 3Y | -33.2% | +42.7% | -75.9% | -48.9% |
| 5Y | -66.8% | -22.2% | -44.7% | -63.7% |
| All | -73.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling