+1,098.3%
DELL vs FROG
+55.2%
+1,043.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +17.1% | +48.2% | -31.1% | +7.5% |
| 30D | -35.1% | +11.4% | -46.5% | -36.8% |
| 3M | -23.3% | +28.5% | -51.8% | -27.6% |
| 6M | +55.8% | +63.7% | -7.9% | +41.0% |
| YTD | +198.0% | +77.1% | +120.9% | +162.3% |
| 1Y | +166.6% | +79.3% | +87.2% | +133.8% |
| 3Y | +427.6% | +323.8% | +103.9% | +291.9% |
| 5Y | +630.6% | +198.9% | +431.7% | +433.7% |
| All | +1,098.3% | +55.2% | +1,043.1% | +783.1% |
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 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