-59.7%
BABA vs FROG
+51.8%
-111.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -4.8% |
| 7D | +3.8% | +27.1% | -23.3% | -1.1% |
| 30D | -5.4% | +5.8% | -11.2% | -7.5% |
| 3M | -17.9% | +20.8% | -38.8% | -22.2% |
| 6M | -24.1% | +53.3% | -77.4% | -31.8% |
| YTD | -27.4% | +73.2% | -100.6% | -38.0% |
| 1Y | -36.1% | +80.3% | -116.4% | -46.0% |
| 3Y | +35.4% | +318.3% | -283.0% | -16.0% |
| 5Y | -30.1% | +179.9% | -210.0% | -55.9% |
| All | -59.7% | +51.8% | -111.5% | -73.2% |
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