+5.4%
B vs FROG
+85.3%
-79.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | -7.3% | +12.5% | -19.8% | -8.1% |
| 30D | -3.3% | +23.5% | -26.9% | -5.1% |
| 3M | -7.8% | +19.4% | -27.2% | -9.2% |
| 6M | -15.5% | +77.0% | -92.5% | -19.9% |
| YTD | -12.3% | +81.9% | -94.1% | -16.6% |
| 1Y | +5.4% | +90.7% | -85.3% | +0.5% |
| All | +5.4% | +85.3% | -79.9% | +0.5% |
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