-50.4%
COMP vs FROG
+125.3%
-175.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.3% | -3.1% | -5.8% |
| 7D | +7.2% | +17.0% | -9.8% | -0.5% |
| 30D | +6.4% | +1.3% | +5.1% | +3.4% |
| 3M | -19.4% | +17.5% | -36.9% | -27.4% |
| 6M | +14.6% | +46.8% | -32.2% | -7.5% |
| YTD | -5.5% | +65.8% | -71.3% | -31.8% |
| 1Y | +13.7% | +61.0% | -47.3% | -17.3% |
| 3Y | +409.7% | +296.7% | +113.0% | +78.5% |
| 5Y | -17.0% | +177.8% | -194.9% | -70.6% |
| All | -50.4% | +125.3% | -175.7% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling