-99.9%
DFNS vs FROG
+21.7%
-121.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.8% | -5.5% | +6.3% | +0.9% |
| 30D | -73.2% | -3.1% | -70.1% | -73.2% |
| 3M | -72.4% | +1.2% | -73.7% | -72.3% |
| 6M | -95.2% | +113.7% | -208.9% | -95.2% |
| YTD | -98.0% | +38.9% | -136.8% | -98.0% |
| 1Y | -98.3% | +72.0% | -170.2% | -98.3% |
| 3Y | -99.9% | +217.1% | -317.0% | -99.9% |
| 5Y | -99.9% | +130.6% | -230.5% | -99.9% |
| All | -99.9% | +21.7% | -121.5% | -99.9% |
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 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