+114.6%
ALL vs FROG
+319.6%
-204.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | +0.5% |
| 7D | -2.6% | +26.8% | -29.4% | -1.7% |
| 30D | +12.7% | +10.6% | +2.1% | +13.6% |
| 3M | +0.4% | +27.2% | -26.8% | +1.2% |
| 6M | +23.8% | +58.7% | -34.9% | +24.7% |
| YTD | +27.8% | +75.3% | -47.5% | +29.3% |
| 1Y | +28.9% | +71.1% | -42.2% | +30.4% |
| All | +114.6% | +319.6% | -204.9% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 3y: compounded portfolio wealth divided by compounded FROG 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…
3y analysis · Full analysis span regression · 6 months rolling