+159.9%
DELL vs FROG
+85.3%
+74.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.9% | -8.0% |
| 7D | +4.9% | +12.5% | -7.6% | +1.4% |
| 30D | -32.1% | +23.5% | -55.6% | -36.3% |
| 3M | -30.2% | +19.4% | -49.6% | -34.1% |
| 6M | +41.7% | +77.0% | -35.3% | +21.5% |
| YTD | +176.6% | +81.9% | +94.7% | +129.1% |
| 1Y | +159.9% | +90.7% | +69.3% | +114.4% |
| All | +159.9% | +85.3% | +74.7% | +114.4% |
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