+52.5%
RSP vs FRSH
-72.6%
+125.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.1% | -11.2% | +8.0% | -1.7% |
| 30D | -3.4% | -0.8% | -2.6% | -3.4% |
| 3M | +3.6% | +26.4% | -22.8% | +0.1% |
| 6M | +9.0% | +48.4% | -39.4% | +2.6% |
| YTD | +12.2% | -3.1% | +15.3% | +11.3% |
| 1Y | +15.6% | -8.7% | +24.3% | +15.4% |
| 3Y | +51.6% | -45.8% | +97.4% | +58.7% |
| All | +52.5% | -72.6% | +125.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling