-13.6%
BKNG vs FROG
+83.7%
-97.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.3% | +9.8% |
| 7D | +15.6% | -14.1% | +29.6% | +15.7% |
| 30D | +8.0% | -11.8% | +19.8% | +8.0% |
| 3M | -11.8% | +0.1% | -11.9% | -12.1% |
| 6M | +3.8% | +64.2% | -60.4% | +0.7% |
| YTD | -19.6% | +38.2% | -57.8% | -22.0% |
| 1Y | -13.6% | +85.4% | -99.0% | -18.2% |
| All | -13.6% | +83.7% | -97.3% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling