-28.0%
DG vs FROG
+22.9%
-50.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.6% |
| 7D | +8.4% | -11.3% | +19.7% | +8.7% |
| 30D | +4.9% | +3.6% | +1.3% | +4.8% |
| 3M | +29.3% | +1.7% | +27.7% | +29.1% |
| 6M | -11.3% | +123.5% | -134.8% | -13.7% |
| YTD | +1.8% | +40.2% | -38.5% | +0.2% |
| 1Y | +25.3% | +81.0% | -55.7% | +22.2% |
| 3Y | +9.1% | +194.8% | -185.7% | +3.0% |
| 5Y | -34.9% | +131.8% | -166.7% | -39.0% |
| All | -28.0% | +22.9% | -50.9% | -30.9% |
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