-46.6%
FRSH vs RRC
+31.5%
-78.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -11.2% | -1.2% | -10.0% | -10.9% |
| 30D | -0.8% | +3.0% | -3.8% | -1.6% |
| 3M | +26.4% | +7.3% | +19.1% | +24.0% |
| 6M | +48.4% | +3.6% | +44.8% | +46.3% |
| YTD | -3.1% | +19.4% | -22.5% | -8.0% |
| 1Y | -8.7% | +21.4% | -30.1% | -14.3% |
| All | -46.6% | +31.5% | -78.1% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling