-50.2%
COMP vs FROG
+87.9%
-138.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.2% | +8.7% |
| 7D | +9.5% | -14.1% | +23.6% | +15.5% |
| 30D | +8.1% | -11.8% | +19.8% | +12.1% |
| 3M | -16.3% | +0.1% | -16.5% | -19.0% |
| 6M | +42.2% | +64.2% | -22.0% | +8.1% |
| YTD | -5.0% | +38.2% | -43.2% | -25.6% |
| 1Y | +20.1% | +85.4% | -65.3% | -20.8% |
| 3Y | +358.4% | +221.8% | +136.6% | +77.9% |
| 5Y | -21.9% | +143.6% | -165.5% | -70.2% |
| All | -50.2% | +87.9% | -138.0% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling