+158.1%
RTX vs FRSH
-72.5%
+230.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.5% | -6.6% | +5.0% | -1.2% |
| 30D | -11.0% | +2.1% | -13.1% | -11.1% |
| 3M | +7.7% | +29.0% | -21.3% | +6.0% |
| 6M | -3.9% | +48.6% | -52.5% | -6.4% |
| YTD | +9.0% | -2.9% | +11.9% | +8.7% |
| 1Y | +27.3% | -7.9% | +35.2% | +27.3% |
| 3Y | +172.9% | -46.5% | +219.4% | +179.2% |
| All | +158.1% | -72.5% | +230.6% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling