+107.1%
DIA vs FROG
+51.8%
+55.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -5.0% | +1.7% |
| 7D | +0.8% | +27.1% | -26.3% | -1.2% |
| 30D | +1.4% | +5.8% | -4.4% | +0.6% |
| 3M | -2.7% | +20.8% | -23.5% | -4.6% |
| 6M | +6.2% | +53.3% | -47.1% | +1.9% |
| YTD | +10.1% | +73.2% | -63.1% | +3.7% |
| 1Y | +13.0% | +80.3% | -67.3% | +6.0% |
| 3Y | +61.9% | +318.3% | -256.5% | +38.0% |
| 5Y | +57.1% | +179.9% | -122.8% | +32.3% |
| All | +107.1% | +51.8% | +55.3% | +76.5% |
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