-5.2%
DHR vs FROG
+202.6%
-207.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.8% | -5.5% | +4.7% | -0.5% |
| 30D | +0.2% | -3.1% | +3.3% | +0.3% |
| 3M | +12.1% | +1.2% | +10.8% | +11.7% |
| 6M | +5.4% | +113.7% | -108.3% | -0.1% |
| YTD | -10.0% | +38.9% | -48.8% | -12.6% |
| 1Y | +4.1% | +72.0% | -67.9% | -0.8% |
| 3Y | -5.2% | +217.1% | -222.3% | -20.3% |
| All | -5.2% | +202.6% | -207.8% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling