+10.6%
AR vs FROG
+118.5%
-108.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +35.3% | -36.2% | -1.5% |
| 7D | -14.3% | +7.0% | -21.2% | -14.3% |
| 30D | +1.4% | +2.9% | -1.4% | +1.4% |
| 3M | +3.4% | +21.6% | -18.2% | +2.8% |
| 6M | -2.1% | +87.7% | -89.7% | -4.2% |
| YTD | +4.7% | +61.7% | -57.0% | +3.3% |
| 1Y | +10.6% | +113.7% | -103.1% | +4.9% |
| All | +10.6% | +118.5% | -108.0% | +4.9% |
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