+12.3%
DHR vs FROG
+24.4%
-12.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -5.0% | -2.2% | -2.8% | -4.8% |
| 30D | -3.3% | +3.0% | -6.3% | -3.8% |
| 3M | +9.4% | +10.3% | -0.9% | +7.9% |
| 6M | +3.2% | +116.7% | -113.5% | -5.7% |
| YTD | -12.0% | +41.9% | -54.0% | -16.5% |
| 1Y | +4.9% | +78.5% | -73.6% | -3.6% |
| 3Y | -7.4% | +224.1% | -231.5% | -24.1% |
| 5Y | -29.8% | +142.4% | -172.2% | -43.7% |
| All | +12.3% | +24.4% | -12.1% | -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