+12.1%
DHR vs FROG
+22.3%
-10.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | -2.7% | +1.3% | -4.1% | -3.0% |
| 3M | +10.9% | +11.1% | -0.2% | +9.3% |
| 6M | +3.0% | +108.3% | -105.3% | -5.4% |
| YTD | -12.2% | +39.6% | -51.8% | -16.6% |
| 1Y | +3.3% | +74.7% | -71.4% | -4.9% |
| 3Y | -8.2% | +224.1% | -232.3% | -24.8% |
| 5Y | -29.9% | +138.4% | -168.3% | -43.7% |
| All | +12.1% | +22.3% | -10.2% | -6.2% |
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