+247.8%
DE vs FROG
+22.9%
+224.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | +10.0% | -11.3% | +21.3% | +10.5% |
| 30D | +13.3% | +3.6% | +9.7% | +13.0% |
| 3M | +17.5% | +1.7% | +15.8% | +17.1% |
| 6M | +13.6% | +123.5% | -110.0% | +8.7% |
| YTD | +49.8% | +40.2% | +9.5% | +46.2% |
| 1Y | +47.9% | +81.0% | -33.1% | +41.8% |
| 3Y | +72.5% | +194.8% | -122.2% | +58.3% |
| 5Y | +90.2% | +131.8% | -41.6% | +72.0% |
| All | +247.8% | +22.9% | +224.9% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling