+241.2%
DE vs FROG
+55.2%
+186.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +2.3% | +48.2% | -45.9% | +0.8% |
| 30D | +4.4% | +11.4% | -7.0% | +3.7% |
| 3M | +9.8% | +28.5% | -18.8% | +8.3% |
| 6M | +15.8% | +63.7% | -47.9% | +12.7% |
| YTD | +47.0% | +77.1% | -30.1% | +41.8% |
| 1Y | +42.8% | +79.3% | -36.5% | +37.6% |
| 3Y | +88.9% | +323.8% | -234.8% | +70.5% |
| 5Y | +101.9% | +198.9% | -97.0% | +80.6% |
| All | +241.2% | +55.2% | +186.0% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling