+159.6%
RTX vs FRSH
-72.0%
+231.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +4.0% | -0.7% |
| 7D | -3.1% | -10.1% | +7.0% | -2.5% |
| 30D | -10.6% | +2.2% | -12.8% | -10.7% |
| 3M | +11.6% | +28.6% | -16.9% | +9.9% |
| 6M | -4.5% | +40.2% | -44.7% | -6.6% |
| YTD | +9.6% | -1.2% | +10.8% | +9.3% |
| 1Y | +30.8% | -7.9% | +38.7% | +30.9% |
| 3Y | +152.8% | -44.7% | +197.6% | +158.2% |
| All | +159.6% | -72.0% | +231.6% | +155.1% |
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 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