-58.2%
BABA vs FROG
+41.7%
-99.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +35.3% | -34.0% | -4.2% |
| 7D | +11.6% | +7.0% | +4.7% | +9.3% |
| 30D | +2.3% | +2.9% | -0.6% | +0.5% |
| 3M | -13.7% | +21.6% | -35.3% | -18.4% |
| 6M | -21.9% | +87.7% | -109.6% | -33.0% |
| YTD | -24.6% | +61.7% | -86.3% | -34.9% |
| 1Y | -34.1% | +113.7% | -147.8% | -47.2% |
| 3Y | +36.3% | +267.7% | -231.5% | -12.9% |
| 5Y | -26.7% | +158.8% | -185.5% | -53.2% |
| All | -58.2% | +41.7% | -99.9% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling