-25.8%
DG vs FROG
+51.8%
-77.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +2.1% |
| 7D | +0.7% | +27.1% | -26.4% | +0.3% |
| 30D | +7.4% | +5.8% | +1.6% | +7.4% |
| 3M | +8.5% | +20.8% | -12.3% | +8.0% |
| 6M | +21.9% | +53.3% | -31.5% | +20.3% |
| YTD | +4.9% | +73.2% | -68.3% | +2.8% |
| 1Y | +40.4% | +80.3% | -39.9% | +37.3% |
| 3Y | +23.5% | +318.3% | -294.8% | +15.2% |
| 5Y | -32.3% | +179.9% | -212.2% | -36.7% |
| All | -25.8% | +51.8% | -77.6% | -29.1% |
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