+77.5%
DE vs FROG
+202.6%
-125.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.8% |
| 7D | +0.7% | -5.5% | +6.2% | +0.9% |
| 30D | +9.6% | -3.1% | +12.8% | +9.6% |
| 3M | +19.0% | +1.2% | +17.7% | +18.7% |
| 6M | +16.1% | +113.7% | -97.6% | +11.4% |
| YTD | +47.0% | +38.9% | +8.2% | +44.0% |
| 1Y | +43.1% | +72.0% | -28.8% | +37.6% |
| 3Y | +77.5% | +217.1% | -139.6% | +60.9% |
| All | +77.5% | +202.6% | -125.1% | +60.9% |
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