+143.3%
DELL vs FROG
+83.7%
+59.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.4% | -6.4% | -8.2% |
| 7D | -24.6% | -14.1% | -10.5% | -21.7% |
| 30D | -32.5% | -11.8% | -20.7% | -30.3% |
| 3M | -20.2% | +0.1% | -20.3% | -20.1% |
| 6M | +76.5% | +64.2% | +12.3% | +65.7% |
| YTD | +198.9% | +38.2% | +160.7% | +176.5% |
| 1Y | +143.3% | +85.4% | +57.9% | +125.7% |
| All | +143.3% | +83.7% | +59.6% | +125.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling