+134.7%
DECK vs FROG
+22.9%
+111.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | -2.2% | -11.3% | +9.1% | -0.5% |
| 30D | -13.6% | +3.6% | -17.2% | -14.4% |
| 3M | -21.2% | +1.7% | -22.9% | -22.2% |
| 6M | -21.1% | +123.5% | -144.6% | -32.9% |
| YTD | -17.2% | +40.2% | -57.5% | -24.5% |
| 1Y | -30.7% | +81.0% | -111.7% | -40.8% |
| 3Y | -3.4% | +194.8% | -198.1% | -29.2% |
| 5Y | +25.5% | +131.8% | -106.3% | -11.8% |
| All | +134.7% | +22.9% | +111.8% | +69.5% |
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