+145.0%
ALL vs FROG
+160.8%
-15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +35.3% | -39.8% | -4.5% |
| 7D | -1.9% | +7.0% | -8.9% | -1.8% |
| 30D | +13.8% | +2.9% | +10.9% | +14.0% |
| 3M | -7.0% | +21.6% | -28.6% | -7.1% |
| 6M | +18.0% | +87.7% | -69.6% | +16.7% |
| YTD | +24.2% | +61.7% | -37.5% | +23.2% |
| 1Y | +31.2% | +113.7% | -82.5% | +28.4% |
| 3Y | +107.5% | +267.7% | -160.2% | +96.0% |
| All | +145.0% | +160.8% | -15.8% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling