+203.3%
URI vs FRSH
-70.6%
+273.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +2.6% |
| 7D | -2.0% | -8.2% | +6.2% | -0.3% |
| 30D | -12.9% | +10.5% | -23.4% | -15.0% |
| 3M | -6.7% | +32.7% | -39.5% | -12.9% |
| 6M | +19.0% | +50.3% | -31.3% | +6.7% |
| YTD | +25.5% | +3.9% | +21.6% | +22.0% |
| 1Y | +5.5% | -2.2% | +7.7% | +3.7% |
| 3Y | +111.3% | -42.9% | +154.2% | +128.3% |
| All | +203.3% | -70.6% | +273.8% | +223.8% |
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