+166.6%
DELL vs FROG
+72.8%
+93.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +17.1% | +48.2% | -31.1% | +3.0% |
| 30D | -35.1% | +11.4% | -46.5% | -37.2% |
| 3M | -23.3% | +28.5% | -51.8% | -29.1% |
| 6M | +55.8% | +63.7% | -7.9% | +35.4% |
| YTD | +198.0% | +77.1% | +120.9% | +149.4% |
| 1Y | +166.6% | +79.3% | +87.2% | +121.1% |
| All | +166.6% | +72.8% | +93.8% | +121.1% |
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 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