-12.7%
DASH vs FROG
+70.9%
-83.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.1% |
| 7D | -2.8% | +17.0% | -19.8% | -4.5% |
| 30D | -9.3% | +1.3% | -10.6% | -9.7% |
| 3M | -15.1% | +17.5% | -32.5% | -17.4% |
| 6M | +8.7% | +46.8% | -38.0% | +2.2% |
| YTD | -21.3% | +65.8% | -87.1% | -27.6% |
| 1Y | -12.7% | +61.0% | -73.6% | -19.0% |
| All | -12.7% | +70.9% | -83.6% | -19.0% |
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 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