-41.5%
BROS vs FROG
+72.8%
-114.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | -2.5% | +48.2% | -50.7% | -6.9% |
| 30D | -11.2% | +11.4% | -22.6% | -12.5% |
| 3M | -33.9% | +28.5% | -62.5% | -35.9% |
| 6M | -33.5% | +63.7% | -97.2% | -37.0% |
| YTD | -44.9% | +77.1% | -122.0% | -50.1% |
| 1Y | -41.5% | +79.3% | -120.8% | -46.8% |
| All | -41.5% | +72.8% | -114.3% | -46.8% |
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