-100.0%
DFNS vs FROG
+160.8%
-260.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +35.3% | -47.6% | -12.5% |
| 7D | -44.0% | +7.0% | -51.0% | -43.8% |
| 30D | -69.1% | +2.9% | -72.0% | -69.0% |
| 3M | -95.6% | +21.6% | -117.2% | -95.6% |
| 6M | -96.2% | +87.7% | -183.8% | -96.2% |
| YTD | -99.6% | +61.7% | -161.3% | -99.6% |
| 1Y | -99.7% | +113.7% | -213.4% | -99.7% |
| 3Y | -100.0% | +267.7% | -367.7% | -100.0% |
| All | -100.0% | +160.8% | -260.8% | -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 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