+107.5%
ALL vs FROG
+274.0%
-166.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +35.3% | -39.8% | -3.7% |
| 7D | -1.9% | +7.0% | -8.9% | -1.4% |
| 30D | +13.8% | +2.9% | +10.9% | +14.4% |
| 3M | -7.0% | +21.6% | -28.6% | -6.4% |
| 6M | +18.0% | +87.7% | -69.6% | +18.6% |
| YTD | +24.2% | +61.7% | -37.5% | +25.4% |
| 1Y | +31.2% | +113.7% | -82.5% | +30.9% |
| 3Y | +107.5% | +267.7% | -160.2% | +103.4% |
| All | +107.5% | +274.0% | -166.5% | +103.4% |
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