+319.1%
DELL vs FROG
+83.7%
+235.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.2% |
| 7D | +14.9% | -11.3% | +26.2% | +18.0% |
| 30D | +13.3% | +3.6% | +9.6% | +12.4% |
| 3M | +24.4% | +1.7% | +22.7% | +23.1% |
| 6M | +258.0% | +123.5% | +134.5% | +232.8% |
| YTD | +320.2% | +40.2% | +279.9% | +288.0% |
| 1Y | +319.1% | +81.0% | +238.1% | +292.6% |
| All | +319.1% | +83.7% | +235.3% | +292.6% |
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