+18.5%
D vs FROG
+75.3%
-56.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.5% |
| 7D | +1.5% | -11.3% | +12.7% | +1.2% |
| 30D | -2.6% | +3.6% | -6.2% | -2.4% |
| 3M | 0.0% | +1.7% | -1.7% | +0.2% |
| 6M | +7.4% | +123.5% | -116.2% | +9.3% |
| YTD | +15.9% | +40.2% | -24.4% | +16.8% |
| All | +18.5% | +75.3% | -56.8% | +18.3% |
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