+102.1%
DASH vs FROG
+176.4%
-74.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.6% | +4.2% | -7.1% |
| 7D | +0.5% | -24.5% | +25.0% | +5.2% |
| 30D | -7.1% | -24.3% | +17.2% | -3.1% |
| 3M | -13.2% | -11.7% | -1.5% | -12.5% |
| 6M | +8.3% | +37.1% | -28.8% | -0.7% |
| YTD | -20.6% | +19.5% | -40.0% | -26.5% |
| 1Y | -24.4% | +61.8% | -86.2% | -35.1% |
| All | +102.1% | +176.4% | -74.3% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling