+89.1%
RSG vs FRSH
-72.6%
+161.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.8% | -11.2% | +9.4% | -1.2% |
| 30D | +2.8% | -0.8% | +3.6% | +2.8% |
| 3M | +4.3% | +26.4% | -22.1% | +3.0% |
| 6M | -0.5% | +48.4% | -48.9% | -2.7% |
| YTD | +5.2% | -3.1% | +8.3% | +5.0% |
| 1Y | -2.1% | -8.7% | +6.6% | -2.2% |
| 3Y | +56.5% | -45.8% | +102.3% | +59.3% |
| All | +89.1% | -72.6% | +161.7% | +100.8% |
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