+41.7%
DELL vs FROG
+67.3%
-25.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.9% | -8.3% |
| 7D | +4.9% | +12.5% | -7.6% | +0.1% |
| 30D | -32.1% | +23.5% | -55.6% | -36.8% |
| 3M | -30.2% | +19.4% | -49.6% | -34.2% |
| 6M | +41.7% | +77.0% | -35.3% | -17.3% |
| All | +41.7% | +67.3% | -25.6% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling