+9.9%
BTDR vs FROG
+202.6%
-192.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | +22.4% | -5.5% | +27.9% | +24.1% |
| 30D | +16.5% | -3.1% | +19.6% | +17.2% |
| 3M | -31.5% | +1.2% | -32.7% | -31.8% |
| 6M | +74.0% | +113.7% | -39.6% | +42.7% |
| YTD | +13.0% | +38.9% | -25.8% | +1.4% |
| 1Y | -0.2% | +72.0% | -72.2% | -17.3% |
| 3Y | +9.9% | +217.1% | -207.2% | -23.9% |
| All | +9.9% | +202.6% | -192.7% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling