+238.5%
DE vs FROG
+59.4%
+179.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +0.3% | +12.5% | -12.2% | -0.2% |
| 30D | +3.6% | +23.5% | -20.0% | +2.5% |
| 3M | +10.2% | +19.4% | -9.1% | +9.1% |
| 6M | +16.6% | +77.0% | -60.4% | +13.2% |
| YTD | +45.8% | +81.9% | -36.1% | +40.5% |
| 1Y | +43.9% | +90.7% | -46.8% | +38.2% |
| 3Y | +89.6% | +328.5% | -238.9% | +71.1% |
| 5Y | +100.3% | +207.0% | -106.7% | +79.1% |
| All | +238.5% | +59.4% | +179.2% | +204.6% |
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