+160.1%
DAL vs FROG
+55.2%
+104.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.4% |
| 7D | +1.4% | +48.2% | -46.8% | -4.8% |
| 30D | +9.1% | +11.4% | -2.3% | +6.2% |
| 3M | -3.5% | +28.5% | -32.0% | -8.5% |
| 6M | +23.4% | +63.7% | -40.4% | +11.6% |
| YTD | +26.0% | +77.1% | -51.0% | +10.1% |
| 1Y | +44.6% | +79.3% | -34.7% | +25.9% |
| 3Y | +162.7% | +323.8% | -161.0% | +85.5% |
| 5Y | +113.0% | +198.9% | -85.9% | +47.6% |
| All | +160.1% | +55.2% | +104.9% | +81.9% |
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