-29.7%
BTDR vs FROG
+192.7%
-222.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.8% | +3.9% | +8.4% |
| 7D | +7.7% | +26.8% | -19.2% | +2.1% |
| 30D | -24.1% | +10.6% | -34.7% | -25.9% |
| 3M | -19.1% | +27.2% | -46.3% | -23.4% |
| 6M | -46.6% | +58.7% | -105.3% | -51.3% |
| YTD | -37.3% | +75.3% | -112.6% | -44.9% |
| 1Y | -53.2% | +71.1% | -124.3% | -58.7% |
| 3Y | +77.1% | +319.6% | -242.5% | +33.4% |
| 5Y | -29.7% | +195.7% | -225.4% | -46.6% |
| All | -29.7% | +192.7% | -222.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling