+47.9%
DE vs FROG
+83.7%
-35.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.2% |
| 7D | +10.0% | -11.3% | +21.3% | +9.6% |
| 30D | +13.3% | +3.6% | +9.7% | +13.4% |
| 3M | +17.5% | +1.7% | +15.8% | +17.8% |
| 6M | +13.6% | +123.5% | -110.0% | +15.5% |
| YTD | +49.8% | +40.2% | +9.5% | +50.6% |
| 1Y | +47.9% | +81.0% | -33.1% | +49.9% |
| All | +47.9% | +83.7% | -35.9% | +49.9% |
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 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