+91.2%
BKNG vs FROG
+136.9%
-45.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | 0.0% |
| 7D | -10.0% | -0.5% | -9.5% | -10.0% |
| 30D | -18.1% | +1.3% | -19.4% | -18.6% |
| 3M | +6.3% | +11.1% | -4.8% | +3.5% |
| 6M | +0.8% | +108.3% | -107.5% | -13.2% |
| YTD | -18.4% | +39.6% | -58.0% | -25.5% |
| 1Y | -20.4% | +74.7% | -95.1% | -31.1% |
| 3Y | +39.5% | +224.1% | -184.6% | -1.9% |
| All | +91.2% | +136.9% | -45.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling