+205.6%
BP vs FROG
+21.7%
+183.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +0.9% | -5.5% | +6.4% | +1.0% |
| 30D | +9.1% | -3.1% | +12.2% | +9.1% |
| 3M | +3.9% | +1.2% | +2.7% | +3.7% |
| 6M | +13.6% | +113.7% | -100.0% | +11.0% |
| YTD | +34.0% | +38.9% | -4.8% | +32.3% |
| 1Y | +39.2% | +72.0% | -32.8% | +36.1% |
| 3Y | +36.4% | +217.1% | -180.7% | +30.3% |
| 5Y | +135.8% | +130.6% | +5.2% | +120.7% |
| All | +205.6% | +21.7% | +183.9% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling