+62.1%
DAL vs FROG
+83.7%
-21.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.4% | +9.6% | +7.2% |
| 7D | +11.1% | -14.1% | +25.1% | +11.6% |
| 30D | +7.7% | -11.8% | +19.5% | +8.1% |
| 3M | -3.5% | +0.1% | -3.7% | -3.7% |
| 6M | +31.3% | +64.2% | -32.9% | +28.1% |
| YTD | +30.0% | +38.2% | -8.3% | +26.1% |
| 1Y | +62.1% | +85.4% | -23.3% | +55.1% |
| All | +62.1% | +83.7% | -21.6% | +55.1% |
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