+46.3%
ON vs FRSH
-72.0%
+118.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -3.0% |
| 7D | -2.2% | -10.1% | +7.9% | +0.8% |
| 30D | -12.4% | +2.2% | -14.6% | -13.4% |
| 3M | -41.2% | +28.6% | -69.8% | -46.7% |
| 6M | +25.0% | +40.2% | -15.2% | +8.1% |
| YTD | +31.3% | -1.2% | +32.5% | +25.9% |
| 1Y | +45.4% | -7.9% | +53.3% | +42.7% |
| 3Y | -27.4% | -44.7% | +17.3% | -18.3% |
| All | +46.3% | -72.0% | +118.3% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling