-26.3%
FRSH vs RL
+250.5%
-276.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +4.6% | +2.6% | +2.0% | +3.6% |
| 30D | -7.5% | +2.9% | -10.4% | -8.7% |
| 3M | -0.1% | 0.0% | -0.1% | -0.6% |
| 6M | +54.5% | +17.1% | +37.4% | +42.3% |
| YTD | +3.4% | +10.1% | -6.7% | -3.3% |
| 1Y | +6.4% | +17.3% | -10.9% | -3.9% |
| 3Y | -26.3% | +249.3% | -275.6% | -65.6% |
| All | -26.3% | +250.5% | -276.8% | -65.6% |
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