+218.7%
RCL vs FRSH
-72.0%
+290.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.7% | +1.2% |
| 7D | -0.5% | -10.1% | +9.7% | +2.6% |
| 30D | -17.3% | +2.2% | -19.5% | -18.2% |
| 3M | -2.8% | +28.6% | -31.3% | -10.6% |
| 6M | -4.4% | +40.2% | -44.6% | -15.2% |
| YTD | -4.2% | -1.2% | -2.9% | -6.6% |
| 1Y | -23.4% | -7.9% | -15.5% | -23.9% |
| 3Y | +179.4% | -44.7% | +224.1% | +212.1% |
| All | +218.7% | -72.0% | +290.8% | +198.3% |
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 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