+108.5%
DIA vs FROG
+21.7%
+86.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +0.1% | -5.5% | +5.6% | +0.5% |
| 30D | -2.1% | -3.1% | +1.0% | -2.0% |
| 3M | +4.2% | +1.2% | +2.9% | +3.7% |
| 6M | +11.9% | +113.7% | -101.8% | +4.7% |
| YTD | +10.8% | +38.9% | -28.0% | +6.6% |
| 1Y | +17.5% | +72.0% | -54.5% | +10.6% |
| 3Y | +59.9% | +217.1% | -157.2% | +39.6% |
| 5Y | +64.1% | +130.6% | -66.5% | +40.9% |
| All | +108.5% | +21.7% | +86.8% | +81.4% |
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 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