-2.2%
FRSH vs RL
+13.6%
-15.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -4.8% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | +10.5% | -7.8% | +18.3% | +10.9% |
| 3M | +32.7% | -4.0% | +36.7% | +32.4% |
| 6M | +50.3% | -1.9% | +52.2% | +50.2% |
| YTD | +3.9% | -0.2% | +4.1% | +4.0% |
| 1Y | -2.2% | +10.7% | -12.8% | -6.0% |
| All | -2.2% | +13.6% | -15.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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