+143.7%
DECK vs FROG
+21.1%
+122.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.4% | +6.3% |
| 7D | +10.4% | -14.1% | +24.4% | +12.6% |
| 30D | +11.1% | -11.8% | +22.9% | +12.6% |
| 3M | -10.8% | +0.1% | -10.9% | -11.8% |
| 6M | -8.7% | +64.2% | -73.0% | -18.0% |
| YTD | -14.0% | +38.2% | -52.3% | -22.0% |
| 1Y | +12.0% | +85.4% | -73.4% | -5.3% |
| 3Y | -10.5% | +221.8% | -232.3% | -36.0% |
| 5Y | +28.5% | +143.6% | -115.1% | -10.4% |
| All | +143.7% | +21.1% | +122.6% | +75.1% |
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