+8.8%
COMP vs FROG
+72.4%
-63.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +1.6% |
| 7D | +2.2% | +26.8% | -24.6% | -3.0% |
| 30D | +16.3% | +10.6% | +5.7% | +12.2% |
| 3M | -19.1% | +27.2% | -46.3% | -24.0% |
| 6M | +17.1% | +58.7% | -41.6% | +6.5% |
| YTD | -2.9% | +75.3% | -78.3% | -15.8% |
| 1Y | +8.8% | +71.1% | -62.3% | -4.7% |
| All | +8.8% | +72.4% | -63.6% | -4.7% |
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