+9.7%
BKR vs FROG
+83.7%
-74.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.5% |
| 7D | -8.8% | -14.1% | +5.3% | -8.6% |
| 30D | -13.1% | -11.8% | -1.3% | -12.9% |
| 3M | -18.9% | +0.1% | -19.1% | -18.8% |
| 6M | -27.2% | +64.2% | -91.4% | -28.0% |
| YTD | +10.7% | +38.2% | -27.5% | +9.8% |
| 1Y | +9.7% | +85.4% | -75.7% | +6.6% |
| All | +9.7% | +83.7% | -74.0% | +6.6% |
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