+469.4%
DINO vs FROG
+22.9%
+446.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +5.7% | -11.3% | +17.0% | +6.6% |
| 30D | +27.8% | +3.6% | +24.2% | +27.2% |
| 3M | +45.6% | +1.7% | +44.0% | +44.8% |
| 6M | +88.5% | +123.5% | -35.1% | +76.5% |
| YTD | +134.1% | +40.2% | +93.9% | +125.1% |
| 1Y | +111.1% | +81.0% | +30.1% | +98.0% |
| 3Y | +109.1% | +194.8% | -85.6% | +85.5% |
| 5Y | +307.2% | +131.8% | +175.4% | +257.8% |
| All | +469.4% | +22.9% | +446.5% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling