+678.3%
DELL vs FROG
+219.3%
+459.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +8.7% | -4.8% | +13.6% | +9.9% |
| 30D | +16.9% | -0.9% | +17.8% | +17.0% |
| 3M | +40.4% | +7.5% | +33.0% | +37.0% |
| 6M | +267.1% | +107.0% | +160.1% | +219.9% |
| YTD | +329.1% | +39.8% | +289.3% | +293.9% |
| 1Y | +346.9% | +74.8% | +272.1% | +288.5% |
| All | +678.3% | +219.3% | +459.0% | +499.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling