-19.8%
RMD vs FRSH
-72.0%
+52.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.8% | -2.6% |
| 7D | -4.5% | -10.1% | +5.6% | -3.3% |
| 30D | +4.6% | +2.2% | +2.4% | +4.3% |
| 3M | +14.8% | +28.6% | -13.8% | +11.3% |
| 6M | -12.1% | +40.2% | -52.3% | -16.0% |
| YTD | -7.5% | -1.2% | -6.3% | -8.2% |
| 1Y | -20.1% | -7.9% | -12.1% | -20.1% |
| 3Y | +53.9% | -44.7% | +98.6% | +60.0% |
| All | -19.8% | -72.0% | +52.2% | -20.2% |
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 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