+140.0%
DECK vs FROG
+4.7%
+135.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.6% | +12.0% | +0.4% |
| 7D | +6.0% | -24.5% | +30.5% | +10.0% |
| 30D | +7.4% | -24.3% | +31.7% | +11.1% |
| 3M | -11.7% | -11.7% | +0.1% | -11.2% |
| 6M | -11.0% | +37.1% | -48.1% | -17.9% |
| YTD | -15.4% | +19.5% | -34.8% | -21.7% |
| 1Y | +7.2% | +61.8% | -54.5% | -7.8% |
| 3Y | -11.8% | +178.1% | -190.0% | -35.7% |
| 5Y | +24.3% | +91.2% | -66.9% | -10.9% |
| All | +140.0% | +4.7% | +135.3% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling