-25.1%
RCL vs FRSH
-3.3%
-21.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.4% |
| 7D | -5.1% | -8.2% | +3.1% | -4.1% |
| 30D | -19.0% | +10.5% | -29.5% | -20.2% |
| 3M | -9.6% | +32.7% | -42.3% | -12.9% |
| 6M | -6.7% | +50.3% | -57.0% | -11.8% |
| YTD | -3.9% | +3.9% | -7.8% | -5.8% |
| 1Y | -25.1% | -2.2% | -22.9% | -28.2% |
| All | -25.1% | -3.3% | -21.7% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling