-8.9%
DASH vs FROG
+58.9%
-67.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | -4.1% | +48.2% | -52.3% | -19.0% |
| 30D | -10.6% | +11.4% | -22.0% | -17.1% |
| 3M | -18.8% | +28.5% | -47.3% | -29.9% |
| 6M | +11.2% | +63.7% | -52.5% | -14.8% |
| YTD | -23.8% | +77.1% | -100.9% | -46.9% |
| 1Y | -12.2% | +79.3% | -91.5% | -39.5% |
| 3Y | +97.3% | +323.8% | -226.5% | -29.6% |
| 5Y | -29.8% | +198.9% | -228.8% | -72.2% |
| All | -8.9% | +58.9% | -67.9% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling