+175.9%
B vs FROG
+319.6%
-143.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -2.0% |
| 7D | -2.7% | +26.8% | -29.5% | -4.6% |
| 30D | -4.3% | +10.6% | -14.9% | -5.4% |
| 3M | -2.3% | +27.2% | -29.5% | -4.6% |
| 6M | -16.2% | +58.7% | -74.9% | -19.8% |
| YTD | -8.8% | +75.3% | -84.2% | -14.1% |
| 1Y | +11.4% | +71.1% | -59.7% | +5.0% |
| All | +175.9% | +319.6% | -143.7% | +135.7% |
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