+140.3%
DAL vs FROG
+22.9%
+117.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +0.1% | -11.3% | +11.4% | +1.9% |
| 30D | -13.9% | +3.6% | -17.6% | -14.7% |
| 3M | +1.1% | +1.7% | -0.6% | -0.1% |
| 6M | +26.2% | +123.5% | -97.3% | +8.4% |
| YTD | +16.4% | +40.2% | -23.8% | +6.6% |
| 1Y | +33.9% | +81.0% | -47.1% | +16.0% |
| 3Y | +93.4% | +194.8% | -101.4% | +46.1% |
| 5Y | +106.4% | +131.8% | -25.5% | +49.9% |
| All | +140.3% | +22.9% | +117.3% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling