+27.0%
BROS vs FROG
+142.0%
-115.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.7% |
| 7D | -6.7% | -11.3% | +4.6% | -3.3% |
| 30D | -29.1% | +3.6% | -32.7% | -30.3% |
| 3M | -16.7% | +1.7% | -18.4% | -18.4% |
| 6M | -11.6% | +123.5% | -135.1% | -34.8% |
| YTD | -23.9% | +40.2% | -64.2% | -36.0% |
| 1Y | -34.8% | +81.0% | -115.8% | -51.3% |
| 3Y | +62.1% | +194.8% | -132.7% | -12.0% |
| All | +27.0% | +142.0% | -115.0% | -39.1% |
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 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