-26.9%
DG vs FROG
+55.2%
-82.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -2.5% | +48.2% | -50.7% | -3.1% |
| 30D | +7.7% | +11.4% | -3.7% | +7.5% |
| 3M | +13.1% | +28.5% | -15.4% | +12.4% |
| 6M | +32.0% | +63.7% | -31.7% | +30.1% |
| YTD | +3.3% | +77.1% | -73.7% | +1.2% |
| 1Y | +31.7% | +79.3% | -47.7% | +28.8% |
| 3Y | +21.7% | +323.8% | -302.1% | +13.6% |
| 5Y | -34.7% | +198.9% | -233.7% | -39.2% |
| All | -26.9% | +55.2% | -82.1% | -30.2% |
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