-44.8%
COMP vs FROG
+90.6%
-135.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.9% |
| 7D | +1.4% | -11.3% | +12.6% | +6.1% |
| 30D | -13.3% | +3.6% | -17.0% | -15.6% |
| 3M | +41.1% | +1.7% | +39.4% | +36.9% |
| 6M | +17.2% | +123.5% | -106.4% | -22.2% |
| YTD | +5.2% | +40.2% | -35.0% | -16.5% |
| 1Y | +18.9% | +81.0% | -62.1% | -19.2% |
| 3Y | +215.9% | +194.8% | +21.2% | +32.2% |
| 5Y | -31.2% | +131.8% | -163.0% | -73.2% |
| All | -44.8% | +90.6% | -135.4% | -78.2% |
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