+119.8%
BLK vs FROG
+22.5%
+97.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -2.7% | -4.8% | +2.1% | -2.1% |
| 30D | -4.8% | -0.9% | -3.8% | -4.9% |
| 3M | +6.5% | +7.5% | -1.0% | +4.8% |
| 6M | +13.2% | +107.0% | -93.9% | +1.0% |
| YTD | +1.8% | +39.8% | -38.0% | -5.1% |
| 1Y | -1.0% | +74.8% | -75.8% | -11.3% |
| 3Y | +66.0% | +219.3% | -153.3% | +29.4% |
| 5Y | +31.2% | +133.0% | -101.7% | +0.2% |
| All | +119.8% | +22.5% | +97.3% | +73.9% |
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