-63.9%
BABA vs FROG
+59.4%
-123.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -13.8% | +12.5% | -26.3% | -15.4% |
| 30D | -15.1% | +23.5% | -38.6% | -19.1% |
| 3M | -22.7% | +19.4% | -42.1% | -26.4% |
| 6M | -34.7% | +77.0% | -111.7% | -42.8% |
| YTD | -35.0% | +81.9% | -116.9% | -44.9% |
| 1Y | -40.4% | +90.7% | -131.1% | -50.1% |
| 3Y | +21.9% | +328.5% | -306.6% | -24.3% |
| 5Y | -39.9% | +207.0% | -246.9% | -62.7% |
| All | -63.9% | +59.4% | -123.3% | -76.2% |
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