+17.1%
D vs FROG
+70.9%
-53.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | 0.0% |
| 7D | +2.4% | +17.0% | -14.6% | +3.5% |
| 30D | +10.9% | +1.3% | +9.6% | +11.6% |
| 3M | +2.8% | +17.5% | -14.6% | +4.2% |
| 6M | +12.7% | +46.8% | -34.1% | +15.2% |
| YTD | +20.3% | +65.8% | -45.5% | +20.7% |
| 1Y | +17.1% | +61.0% | -43.9% | +17.1% |
| All | +17.1% | +70.9% | -53.8% | +17.1% |
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 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