+177.1%
DAL vs FROG
+45.3%
+131.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.0% |
| 7D | +10.7% | +17.0% | -6.3% | +7.5% |
| 30D | +12.5% | +1.3% | +11.2% | +11.2% |
| 3M | +3.6% | +17.5% | -13.8% | -0.4% |
| 6M | +26.7% | +46.8% | -20.0% | +16.6% |
| YTD | +34.3% | +65.8% | -31.5% | +18.5% |
| 1Y | +59.1% | +61.0% | -1.9% | +40.9% |
| 3Y | +179.9% | +296.7% | -116.9% | +99.6% |
| 5Y | +119.1% | +177.8% | -58.7% | +53.4% |
| All | +177.1% | +45.3% | +131.8% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling