+23.0%
RRX vs FRSH
-72.6%
+95.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -3.7% | -11.2% | +7.4% | -1.9% |
| 30D | -9.3% | -0.8% | -8.5% | -9.4% |
| 3M | -21.8% | +26.4% | -48.2% | -25.5% |
| 6M | -22.0% | +48.4% | -70.4% | -28.6% |
| YTD | +11.9% | -3.1% | +15.0% | +10.4% |
| 1Y | +11.6% | -8.7% | +20.3% | +11.4% |
| 3Y | +2.2% | -45.8% | +48.0% | +10.0% |
| All | +23.0% | -72.6% | +95.6% | +24.8% |
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