+75.1%
D vs FROG
+299.7%
-224.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | +2.4% | +17.0% | -14.6% | +2.9% |
| 30D | +10.9% | +1.3% | +9.6% | +11.3% |
| 3M | +2.8% | +17.5% | -14.6% | +3.4% |
| 6M | +12.7% | +46.8% | -34.1% | +13.4% |
| YTD | +20.3% | +65.8% | -45.5% | +21.2% |
| 1Y | +17.1% | +61.0% | -43.9% | +18.0% |
| 3Y | +75.1% | +296.7% | -221.6% | +54.6% |
| All | +75.1% | +299.7% | -224.5% | +54.6% |
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