+98.2%
DE vs FROG
+133.6%
-35.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -3.0% | -4.8% | +1.8% | -2.8% |
| 30D | +11.1% | -0.9% | +12.1% | +11.0% |
| 3M | +17.6% | +7.5% | +10.1% | +16.8% |
| 6M | +13.6% | +107.0% | -93.4% | +7.9% |
| YTD | +46.3% | +39.8% | +6.5% | +41.9% |
| 1Y | +44.2% | +74.8% | -30.6% | +36.9% |
| 3Y | +76.6% | +219.3% | -142.7% | +55.6% |
| 5Y | +98.2% | +133.0% | -34.7% | +78.9% |
| All | +98.2% | +133.6% | -35.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling