-28.3%
ON vs FRSH
-46.5%
+18.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -4.7% | -11.2% | +6.4% | -2.7% |
| 30D | -13.5% | -0.8% | -12.7% | -13.6% |
| 3M | -36.3% | +26.4% | -62.7% | -40.2% |
| 6M | +17.8% | +48.4% | -30.6% | +3.7% |
| YTD | +29.6% | -3.1% | +32.7% | +30.8% |
| 1Y | +45.8% | -8.7% | +54.5% | +50.1% |
| All | -28.3% | -46.5% | +18.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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