+60.4%
D vs FROG
+198.7%
-138.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.4% |
| 7D | +0.4% | -11.3% | +11.7% | +0.5% |
| 30D | -3.6% | +3.6% | -7.2% | -3.6% |
| 3M | -1.0% | +1.7% | -2.7% | -1.0% |
| 6M | +6.3% | +123.5% | -117.2% | +5.4% |
| YTD | +14.7% | +40.2% | -25.5% | +14.3% |
| 1Y | +16.9% | +81.0% | -64.1% | +15.5% |
| All | +60.4% | +198.7% | -138.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling