+173.8%
DAL vs FROG
+274.0%
-100.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +35.3% | -33.2% | -1.5% |
| 7D | +8.8% | +7.0% | +1.8% | +7.4% |
| 30D | +5.4% | +2.9% | +2.5% | +4.3% |
| 3M | -4.9% | +21.6% | -26.5% | -8.1% |
| 6M | +19.8% | +87.7% | -67.8% | +8.4% |
| YTD | +27.0% | +61.7% | -34.7% | +15.7% |
| 1Y | +52.5% | +113.7% | -61.2% | +31.2% |
| 3Y | +173.8% | +267.7% | -93.9% | +104.5% |
| All | +173.8% | +274.0% | -100.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling