-20.3%
BROS vs FROG
+83.7%
-104.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.1% |
| 7D | +2.5% | -14.1% | +16.5% | +3.7% |
| 30D | +15.1% | -11.8% | +26.8% | +15.9% |
| 3M | -31.4% | +0.1% | -31.5% | -31.8% |
| 6M | -22.6% | +64.2% | -86.8% | -26.2% |
| YTD | -28.1% | +38.2% | -66.4% | -32.6% |
| 1Y | -20.3% | +85.4% | -105.7% | -26.1% |
| All | -20.3% | +83.7% | -104.0% | -26.1% |
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