+216.0%
C vs FROG
+335.2%
-119.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.3% |
| 7D | +4.2% | +12.5% | -8.3% | +3.1% |
| 30D | +2.0% | +23.5% | -21.6% | -0.5% |
| 3M | -10.1% | +19.4% | -29.5% | -12.3% |
| 6M | +1.0% | +77.0% | -76.0% | -5.8% |
| YTD | +8.5% | +81.9% | -73.4% | -0.5% |
| 1Y | +25.7% | +90.7% | -64.9% | +14.5% |
| 3Y | +216.0% | +328.5% | -112.5% | +150.1% |
| All | +216.0% | +335.2% | -119.3% | +150.1% |
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