-29.9%
COMP vs FROG
+129.7%
-159.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.9% |
| 7D | +1.4% | -11.3% | +12.6% | +6.4% |
| 30D | -13.3% | +3.6% | -17.0% | -15.8% |
| 3M | +41.1% | +1.7% | +39.4% | +36.6% |
| 6M | +17.2% | +123.5% | -106.4% | -24.5% |
| YTD | +5.2% | +40.2% | -35.0% | -17.9% |
| 1Y | +18.9% | +81.0% | -62.1% | -21.7% |
| 3Y | +215.9% | +194.8% | +21.2% | +18.3% |
| All | -29.9% | +129.7% | -159.6% | -70.1% |
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 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