+157.4%
ALL vs FROG
+198.7%
-41.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | 0.0% | -11.3% | +11.3% | +0.1% |
| 30D | -1.5% | +3.6% | -5.1% | -1.5% |
| 3M | +23.6% | +1.7% | +22.0% | +23.6% |
| 6M | +22.3% | +123.5% | -101.2% | +21.3% |
| YTD | +26.5% | +40.2% | -13.7% | +26.6% |
| 1Y | +27.0% | +81.0% | -54.0% | +25.5% |
| All | +157.4% | +198.7% | -41.3% | +148.1% |
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