-99.9%
DFNS vs FROG
+22.9%
-122.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -16.0% | -11.3% | -4.7% | -15.8% |
| 30D | -77.7% | +3.6% | -81.3% | -77.7% |
| 3M | -77.2% | +1.7% | -78.9% | -77.1% |
| 6M | -95.2% | +123.5% | -218.7% | -95.2% |
| YTD | -98.0% | +40.2% | -138.2% | -98.0% |
| 1Y | -98.3% | +81.0% | -179.3% | -98.3% |
| 3Y | -99.9% | +194.8% | -294.6% | -99.9% |
| 5Y | -99.9% | +131.8% | -231.7% | -99.9% |
| All | -99.9% | +22.9% | -122.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling