+59.8%
DAL vs FROG
+72.4%
-12.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.2% |
| 7D | +2.3% | +26.8% | -24.5% | +1.1% |
| 30D | +14.3% | +10.6% | +3.7% | +13.3% |
| 3M | +1.3% | +27.2% | -25.9% | -0.1% |
| 6M | +29.3% | +58.7% | -29.4% | +26.3% |
| YTD | +33.0% | +75.3% | -42.3% | +28.0% |
| 1Y | +59.8% | +71.1% | -11.2% | +54.3% |
| All | +59.8% | +72.4% | -12.6% | +54.3% |
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