+101.8%
DASH vs FROG
+274.0%
-172.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +35.3% | -35.5% | -5.6% |
| 7D | +0.4% | +7.0% | -6.6% | -1.5% |
| 30D | -6.0% | +2.9% | -8.9% | -7.4% |
| 3M | -15.8% | +21.6% | -37.4% | -20.0% |
| 6M | +7.0% | +87.7% | -80.7% | -7.5% |
| YTD | -20.7% | +61.7% | -82.3% | -30.6% |
| 1Y | -8.5% | +113.7% | -122.2% | -25.2% |
| 3Y | +101.8% | +267.7% | -165.9% | +30.9% |
| All | +101.8% | +274.0% | -172.2% | +30.9% |
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