+267.7%
C vs FROG
+22.9%
+244.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +3.6% | -11.3% | +14.9% | +4.8% |
| 30D | +0.1% | +3.6% | -3.6% | -0.6% |
| 3M | +2.4% | +1.7% | +0.7% | +1.7% |
| 6M | +24.9% | +123.5% | -98.6% | +13.3% |
| YTD | +19.8% | +40.2% | -20.4% | +13.4% |
| 1Y | +44.9% | +81.0% | -36.1% | +32.4% |
| 3Y | +263.0% | +194.8% | +68.2% | +206.4% |
| 5Y | +129.5% | +131.8% | -2.3% | +86.5% |
| All | +267.7% | +22.9% | +244.8% | +196.3% |
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