-5.1%
DASH vs FROG
+7.2%
-12.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.6% | +4.2% | -4.3% |
| 7D | +0.5% | -24.5% | +25.0% | +11.0% |
| 30D | -7.1% | -24.3% | +17.2% | +1.8% |
| 3M | -13.2% | -11.7% | -1.5% | -12.1% |
| 6M | +8.3% | +37.1% | -28.8% | -11.9% |
| YTD | -20.6% | +19.5% | -40.0% | -34.5% |
| 1Y | -24.4% | +61.8% | -86.2% | -47.5% |
| 3Y | +94.5% | +178.1% | -83.6% | -16.4% |
| 5Y | -9.4% | +91.2% | -100.7% | -56.7% |
| All | -5.1% | +7.2% | -12.3% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling