-8.7%
COMP vs FROG
+207.6%
-216.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.6% |
| 7D | 0.0% | +12.5% | -12.5% | -4.6% |
| 30D | +16.6% | +23.5% | -7.0% | +4.3% |
| 3M | -23.5% | +19.4% | -42.9% | -31.8% |
| 6M | +25.7% | +77.0% | -51.3% | -7.7% |
| YTD | -3.4% | +81.9% | -85.3% | -34.5% |
| 1Y | +7.6% | +90.7% | -83.1% | -29.2% |
| 3Y | +423.6% | +328.5% | +95.1% | +53.5% |
| All | -8.7% | +207.6% | -216.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling