-30.9%
DG vs FROG
+21.7%
-52.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | -2.5% | -5.5% | +3.0% | -2.3% |
| 30D | +1.0% | -3.1% | +4.1% | +1.1% |
| 3M | +20.3% | +1.2% | +19.1% | +20.1% |
| 6M | -11.7% | +113.7% | -125.4% | -14.0% |
| YTD | -2.3% | +38.9% | -41.2% | -3.8% |
| 1Y | +20.0% | +72.0% | -52.0% | +17.2% |
| 3Y | +7.2% | +217.1% | -209.9% | +0.8% |
| 5Y | -37.9% | +130.6% | -168.5% | -41.8% |
| All | -30.9% | +21.7% | -52.6% | -33.6% |
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