+26.1%
DECK vs FROG
+129.7%
-103.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.1% |
| 7D | -2.2% | -11.3% | +9.1% | -0.3% |
| 30D | -13.6% | +3.6% | -17.2% | -14.5% |
| 3M | -21.2% | +1.7% | -22.9% | -22.3% |
| 6M | -21.1% | +123.5% | -144.6% | -34.6% |
| YTD | -17.2% | +40.2% | -57.5% | -25.5% |
| 1Y | -30.7% | +81.0% | -111.7% | -42.4% |
| 3Y | -3.4% | +194.8% | -198.1% | -34.5% |
| All | +26.1% | +129.7% | -103.6% | -16.0% |
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 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