-95.4%
DFNS vs FROG
+58.7%
-154.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.8% | +7.0% | +12.8% |
| 7D | -13.0% | +26.8% | -39.8% | -10.1% |
| 30D | -56.9% | +10.6% | -67.5% | -55.1% |
| 3M | -93.2% | +27.2% | -120.4% | -92.7% |
| 6M | -95.4% | +58.7% | -154.1% | -94.8% |
| All | -95.4% | +58.7% | -154.1% | -94.8% |
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