+208.1%
C vs FROG
+274.0%
-65.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -2.6% |
| 7D | -2.4% | +7.0% | -9.4% | -3.4% |
| 30D | -6.0% | +2.9% | -8.9% | -6.7% |
| 3M | -10.5% | +21.6% | -32.2% | -13.1% |
| 6M | -5.7% | +87.7% | -93.4% | -13.1% |
| YTD | +4.1% | +61.7% | -57.5% | -3.4% |
| 1Y | +20.5% | +113.7% | -93.2% | +7.0% |
| 3Y | +208.1% | +267.7% | -59.6% | +144.9% |
| All | +208.1% | +274.0% | -65.9% | +144.9% |
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