+77.0%
RIG vs FRSH
-72.6%
+149.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -4.2% | -11.2% | +7.0% | -2.1% |
| 30D | -0.7% | -0.8% | +0.1% | -0.8% |
| 3M | -4.0% | +26.4% | -30.4% | -8.9% |
| 6M | -6.3% | +48.4% | -54.7% | -14.4% |
| YTD | +39.7% | -3.1% | +42.8% | +37.9% |
| 1Y | +78.1% | -8.7% | +86.8% | +77.7% |
| 3Y | -29.5% | -45.8% | +16.3% | -24.0% |
| All | +77.0% | -72.6% | +149.5% | +73.8% |
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