+53.3%
DIA vs FROG
+160.8%
-107.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -3.0% |
| 7D | -0.9% | +7.0% | -7.9% | -1.8% |
| 30D | +0.3% | +2.9% | -2.6% | -0.5% |
| 3M | -4.5% | +21.6% | -26.1% | -6.8% |
| 6M | +3.4% | +87.7% | -84.3% | -3.5% |
| YTD | +7.8% | +61.7% | -53.9% | +1.1% |
| 1Y | +10.7% | +113.7% | -102.9% | +0.4% |
| 3Y | +57.5% | +267.7% | -210.2% | +30.0% |
| All | +53.3% | +160.8% | -107.5% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling