+15.2%
D vs FROG
+160.8%
-145.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +35.3% | -36.8% | -1.6% |
| 7D | +3.0% | +7.0% | -4.0% | +3.0% |
| 30D | +11.5% | +2.9% | +8.6% | +11.6% |
| 3M | +3.7% | +21.6% | -17.9% | +3.6% |
| 6M | +13.5% | +87.7% | -74.1% | +12.4% |
| YTD | +20.7% | +61.7% | -40.9% | +19.7% |
| 1Y | +18.2% | +113.7% | -95.4% | +16.1% |
| 3Y | +73.3% | +267.7% | -194.4% | +64.4% |
| All | +15.2% | +160.8% | -145.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling