-5.9%
RDW vs FRSH
-72.5%
+66.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -6.6% | +7.5% | +3.3% |
| 30D | -21.3% | +2.1% | -23.4% | -22.6% |
| 3M | -37.9% | +29.0% | -66.8% | -45.2% |
| 6M | +12.3% | +48.6% | -36.4% | -8.2% |
| YTD | +39.7% | -2.9% | +42.7% | +33.9% |
| 1Y | +25.7% | -7.9% | +33.6% | +23.1% |
| 3Y | +230.8% | -46.5% | +277.4% | +287.0% |
| All | -5.9% | -72.5% | +66.6% | +5.7% |
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