-74.6%
FRSH vs RRC
+132.6%
-207.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -4.9% |
| 7D | -10.1% | -1.2% | -8.9% | -9.9% |
| 30D | +2.2% | +9.4% | -7.2% | +0.2% |
| 3M | +28.6% | +7.4% | +21.2% | +26.4% |
| 6M | +40.2% | +1.5% | +38.7% | +39.2% |
| YTD | -1.2% | +19.4% | -20.6% | -5.5% |
| 1Y | -7.9% | +24.2% | -32.1% | -13.0% |
| 3Y | -44.7% | +32.8% | -77.5% | -49.2% |
| All | -74.6% | +132.6% | -207.1% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling