-14.9%
DASH vs FROG
+83.7%
-98.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.2% |
| 7D | -10.6% | -11.3% | +0.7% | -9.2% |
| 30D | +2.2% | +3.6% | -1.5% | +1.3% |
| 3M | +32.3% | +1.7% | +30.6% | +31.0% |
| 6M | +19.1% | +123.5% | -104.4% | +4.6% |
| YTD | -6.5% | +40.2% | -46.8% | -13.2% |
| 1Y | -14.9% | +81.0% | -95.9% | -23.4% |
| All | -14.9% | +83.7% | -98.6% | -23.4% |
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