-5.2%
DASH vs FROG
+45.1%
-50.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +35.3% | -35.5% | -12.7% |
| 7D | +0.4% | +7.0% | -6.6% | -4.7% |
| 30D | -6.0% | +2.9% | -8.9% | -10.2% |
| 3M | -15.8% | +21.6% | -37.4% | -25.9% |
| 6M | +7.0% | +87.7% | -80.7% | -24.3% |
| YTD | -20.7% | +61.7% | -82.3% | -42.8% |
| 1Y | -8.5% | +113.7% | -122.2% | -43.6% |
| 3Y | +101.8% | +267.7% | -165.9% | -23.0% |
| 5Y | -9.6% | +158.8% | -168.4% | -62.2% |
| All | -5.2% | +45.1% | -50.3% | -47.0% |
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