-5.9%
DASH vs FROG
+48.8%
-54.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | 0.0% |
| 7D | -2.8% | +17.0% | -19.8% | -10.3% |
| 30D | -9.3% | +1.3% | -10.6% | -12.8% |
| 3M | -15.1% | +17.5% | -32.5% | -24.2% |
| 6M | +8.7% | +46.8% | -38.0% | -13.0% |
| YTD | -21.3% | +65.8% | -87.1% | -43.8% |
| 1Y | -12.7% | +61.0% | -73.6% | -37.1% |
| 3Y | +103.8% | +296.7% | -193.0% | -25.5% |
| 5Y | -16.8% | +177.8% | -194.6% | -66.2% |
| All | -5.9% | +48.8% | -54.7% | -48.0% |
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