+27.1%
BABA vs FROG
+198.7%
-171.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | -4.8% | -11.3% | +6.5% | -4.2% |
| 30D | -11.9% | +3.6% | -15.5% | -12.3% |
| 3M | -9.3% | +1.7% | -10.9% | -9.7% |
| 6M | -14.2% | +123.5% | -137.8% | -19.3% |
| YTD | -22.0% | +40.2% | -62.3% | -24.6% |
| 1Y | -12.7% | +81.0% | -93.7% | -17.8% |
| All | +27.1% | +198.7% | -171.5% | +11.7% |
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