+100.2%
DAL vs FROG
+76.3%
+23.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.2% | -2.1% |
| 7D | +4.6% | -24.5% | +29.1% | +9.2% |
| 30D | +2.3% | -24.3% | +26.6% | +6.5% |
| 3M | -8.1% | -11.7% | +3.6% | -7.5% |
| 6M | +21.4% | +37.1% | -15.7% | +10.9% |
| YTD | +24.3% | +19.5% | +4.8% | +14.3% |
| 1Y | +47.4% | +61.8% | -14.4% | +25.1% |
| 3Y | +164.6% | +178.1% | -13.5% | +84.0% |
| 5Y | +100.2% | +91.2% | +9.0% | +58.8% |
| All | +100.2% | +76.3% | +23.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling