+1,122.0%
DELL vs FROG
+125.4%
+996.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +25.6% | -5.5% | +31.1% | +27.1% |
| 30D | +17.7% | -3.1% | +20.8% | +18.3% |
| 3M | +33.4% | +1.2% | +32.2% | +32.0% |
| 6M | +266.2% | +113.7% | +152.5% | +215.0% |
| YTD | +328.0% | +38.9% | +289.1% | +292.0% |
| 1Y | +339.6% | +72.0% | +267.6% | +281.0% |
| 3Y | +694.6% | +217.1% | +477.5% | +481.9% |
| 5Y | +1,122.0% | +130.6% | +991.4% | +799.9% |
| All | +1,122.0% | +125.4% | +996.6% | +799.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling