-41.1%
DIS vs FROG
+129.7%
-170.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.3% |
| 7D | -2.6% | -11.3% | +8.7% | -1.1% |
| 30D | +3.5% | +3.6% | -0.2% | +2.6% |
| 3M | +6.8% | +1.7% | +5.2% | +5.6% |
| 6M | +3.0% | +123.5% | -120.5% | -10.8% |
| YTD | -6.7% | +40.2% | -47.0% | -13.9% |
| 1Y | -10.1% | +81.0% | -91.1% | -21.7% |
| 3Y | +33.0% | +194.8% | -161.7% | -1.9% |
| All | -41.1% | +129.7% | -170.8% | -56.3% |
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