+218.0%
C vs FROG
+4.7%
+213.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -13.6% | +8.5% | -3.7% |
| 7D | -5.3% | -24.5% | +19.2% | -2.8% |
| 30D | -7.3% | -24.3% | +16.9% | -5.1% |
| 3M | -13.5% | -11.7% | -1.8% | -13.1% |
| 6M | -6.5% | +37.1% | -43.6% | -10.8% |
| YTD | +3.6% | +19.5% | -15.9% | -0.9% |
| 1Y | +18.9% | +61.8% | -42.9% | +9.3% |
| 3Y | +205.0% | +178.1% | +26.8% | +158.5% |
| 5Y | +109.4% | +91.2% | +18.1% | +72.0% |
| All | +218.0% | +4.7% | +213.3% | +159.1% |
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 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