-100.0%
DFNS vs FROG
+51.8%
-151.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -3.0% |
| 7D | -42.8% | +27.1% | -69.9% | -42.7% |
| 30D | -67.6% | +5.8% | -73.4% | -67.4% |
| 3M | -94.9% | +20.8% | -115.7% | -94.8% |
| 6M | -96.7% | +53.3% | -150.1% | -96.7% |
| YTD | -99.6% | +73.2% | -172.8% | -99.6% |
| 1Y | -99.7% | +80.3% | -180.0% | -99.7% |
| 3Y | -100.0% | +318.3% | -418.3% | -100.0% |
| 5Y | -100.0% | +179.9% | -279.9% | -100.0% |
| All | -100.0% | +51.8% | -151.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling