+23.8%
BTDR vs FROG
+100.7%
-76.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.3% | +4.5% |
| 7D | +20.0% | -11.3% | +31.2% | +22.5% |
| 30D | +11.9% | +3.6% | +8.3% | +11.2% |
| 3M | -36.9% | +1.7% | -38.6% | -37.1% |
| 6M | +56.5% | +123.5% | -67.0% | +36.4% |
| YTD | +10.4% | +40.2% | -29.8% | +2.4% |
| 1Y | +3.1% | +81.0% | -77.9% | -9.3% |
| 3Y | -2.6% | +194.8% | -197.3% | -21.5% |
| 5Y | +25.2% | +131.8% | -106.6% | +1.1% |
| All | +23.8% | +100.7% | -76.9% | +0.2% |
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 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