+198.3%
BP vs FROG
+22.9%
+175.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +3.9% | -11.3% | +15.2% | +4.2% |
| 30D | +7.6% | +3.6% | +4.0% | +7.4% |
| 3M | +0.7% | +1.7% | -1.0% | +0.5% |
| 6M | +15.5% | +123.5% | -108.0% | +12.7% |
| YTD | +30.8% | +40.2% | -9.4% | +29.1% |
| 1Y | +34.3% | +81.0% | -46.7% | +31.1% |
| 3Y | +35.1% | +194.8% | -159.7% | +29.2% |
| 5Y | +126.8% | +131.8% | -5.0% | +112.3% |
| All | +198.3% | +22.9% | +175.4% | +169.3% |
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