+13.7%
COMP vs FROG
+70.9%
-57.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.3% | -3.1% | -6.6% |
| 7D | +7.2% | +17.0% | -9.8% | +3.2% |
| 30D | +6.4% | +1.3% | +5.1% | +4.3% |
| 3M | -19.4% | +17.5% | -36.9% | -23.2% |
| 6M | +14.6% | +46.8% | -32.2% | +5.7% |
| YTD | -5.5% | +65.8% | -71.3% | -16.9% |
| 1Y | +13.7% | +61.0% | -47.3% | +1.1% |
| All | +13.7% | +70.9% | -57.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling