+433.5%
DINO vs FROG
+45.3%
+388.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -12.9% | +17.0% | -29.9% | -14.1% |
| 30D | -18.6% | +1.3% | -19.9% | -19.1% |
| 3M | +16.6% | +17.5% | -0.9% | +14.4% |
| 6M | +38.2% | +46.8% | -8.6% | +32.9% |
| YTD | +119.3% | +65.8% | +53.6% | +107.2% |
| 1Y | +84.3% | +61.0% | +23.3% | +74.4% |
| 3Y | +107.1% | +296.7% | -189.6% | +79.6% |
| 5Y | +249.9% | +177.8% | +72.1% | +202.6% |
| All | +433.5% | +45.3% | +388.2% | +361.6% |
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