-18.0%
DIS vs FROG
+21.7%
-39.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.1% | -5.5% | +4.4% | -0.5% |
| 30D | +0.1% | -3.1% | +3.3% | +0.2% |
| 3M | +7.1% | +1.2% | +5.8% | +6.2% |
| 6M | +4.3% | +113.7% | -109.4% | -6.0% |
| YTD | -6.9% | +38.9% | -45.8% | -12.4% |
| 1Y | -10.3% | +72.0% | -82.3% | -18.6% |
| 3Y | +32.8% | +217.1% | -184.3% | +6.2% |
| 5Y | -41.5% | +130.6% | -172.1% | -55.1% |
| All | -18.0% | +21.7% | -39.7% | -38.2% |
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