+108.1%
DE vs FROG
+170.5%
-62.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | +3.3% | +17.0% | -13.7% | +2.4% |
| 30D | +10.7% | +1.3% | +9.5% | +10.3% |
| 3M | +13.1% | +17.5% | -4.3% | +11.7% |
| 6M | +20.2% | +46.8% | -26.6% | +17.0% |
| YTD | +48.9% | +65.8% | -16.9% | +43.0% |
| 1Y | +46.6% | +61.0% | -14.4% | +41.0% |
| 3Y | +91.4% | +296.7% | -205.4% | +67.3% |
| 5Y | +108.1% | +177.8% | -69.7% | +92.3% |
| All | +108.1% | +170.5% | -62.4% | +92.3% |
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 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