+98.7%
DHI vs FROG
+22.5%
+76.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -2.3% | -4.8% | +2.5% | -1.8% |
| 30D | -5.3% | -0.9% | -4.3% | -5.4% |
| 3M | -7.8% | +7.5% | -15.2% | -9.2% |
| 6M | -5.4% | +107.0% | -112.4% | -15.2% |
| YTD | -2.7% | +39.8% | -42.5% | -9.0% |
| 1Y | -21.0% | +74.8% | -95.8% | -29.2% |
| 3Y | +22.2% | +219.3% | -197.1% | -7.5% |
| 5Y | +62.2% | +133.0% | -70.8% | +22.0% |
| All | +98.7% | +22.5% | +76.1% | +62.4% |
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