-75.0%
FRSH vs RRC
+132.5%
-207.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +26.4% | +7.3% | +19.1% | +24.3% |
| 6M | +48.4% | +3.6% | +44.8% | +46.7% |
| YTD | -3.1% | +19.4% | -22.5% | -7.3% |
| 1Y | -8.7% | +21.4% | -30.1% | -13.3% |
| 3Y | -45.8% | +32.8% | -78.6% | -50.1% |
| All | -75.0% | +132.5% | -207.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling