-15.5%
BTDR vs FROG
+76.4%
-91.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -6.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | +32.7% | +3.0% | +29.7% | +32.1% |
| 3M | -28.4% | +10.3% | -38.7% | -29.4% |
| 6M | +51.7% | +116.7% | -65.0% | +38.5% |
| YTD | +2.9% | +41.9% | -39.1% | -2.2% |
| 1Y | -15.5% | +78.5% | -94.0% | -22.2% |
| All | -15.5% | +76.4% | -91.9% | -22.2% |
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