+145.1%
BKNG vs FROG
+22.5%
+122.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | -13.1% | -4.8% | -8.3% | -12.6% |
| 30D | -18.5% | -0.9% | -17.6% | -18.7% |
| 3M | +5.8% | +7.5% | -1.7% | +3.9% |
| 6M | -2.1% | +107.0% | -109.1% | -13.3% |
| YTD | -18.6% | +39.8% | -58.5% | -24.5% |
| 1Y | -21.7% | +74.8% | -96.5% | -30.3% |
| 3Y | +40.9% | +219.3% | -178.4% | +8.8% |
| 5Y | +91.0% | +133.0% | -42.0% | +43.2% |
| All | +145.1% | +22.5% | +122.6% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling