-75.0%
FRSH vs RRC
+129.0%
-204.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -6.6% | -1.8% | -4.8% | -6.2% |
| 30D | +2.1% | +2.7% | -0.6% | +1.5% |
| 3M | +29.0% | +8.8% | +20.1% | +26.5% |
| 6M | +48.6% | -1.2% | +49.8% | +48.4% |
| YTD | -2.9% | +17.6% | -20.5% | -6.8% |
| 1Y | -7.9% | +18.4% | -26.3% | -12.1% |
| 3Y | -46.5% | +33.1% | -79.6% | -50.8% |
| All | -75.0% | +129.0% | -204.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling