+13.7%
AR vs FROG
+83.7%
-70.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -3.8% | -6.2% |
| 7D | -11.1% | -14.1% | +3.0% | -10.9% |
| 30D | +7.9% | -11.8% | +19.7% | +8.1% |
| 3M | +4.9% | +0.1% | +4.7% | +4.7% |
| 6M | -5.3% | +64.2% | -69.5% | -7.2% |
| YTD | +8.6% | +38.2% | -29.6% | +7.5% |
| 1Y | +13.7% | +85.4% | -71.7% | +7.9% |
| All | +13.7% | +83.7% | -70.0% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling