-46.3%
FRSH vs RL
+198.9%
-245.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.2% |
| 7D | -9.6% | -0.3% | -9.3% | -9.5% |
| 30D | -0.4% | -17.5% | +17.1% | +6.9% |
| 3M | +27.2% | -14.0% | +41.2% | +33.5% |
| 6M | +42.2% | -2.0% | +44.2% | +38.9% |
| YTD | -2.6% | -4.6% | +2.0% | -3.8% |
| 1Y | -10.2% | +9.5% | -19.7% | -17.9% |
| All | -46.3% | +198.9% | -245.2% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling