+114.4%
DINO vs FROG
+307.0%
-192.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.5% | +2.1% |
| 7D | -10.7% | +27.1% | -37.8% | -12.6% |
| 30D | -17.8% | +5.8% | -23.6% | -18.5% |
| 3M | +23.3% | +20.8% | +2.5% | +20.5% |
| 6M | +39.6% | +53.3% | -13.8% | +33.1% |
| YTD | +121.6% | +73.2% | +48.4% | +107.4% |
| 1Y | +88.2% | +80.3% | +7.9% | +75.1% |
| 3Y | +114.4% | +318.3% | -203.9% | +61.5% |
| All | +114.4% | +307.0% | -192.6% | +61.5% |
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 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