-22.5%
DIS vs FROG
+207.6%
-230.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | +1.9% | +12.5% | -10.6% | +0.5% |
| 30D | +9.2% | +23.5% | -14.4% | +5.5% |
| 3M | +13.5% | +19.4% | -5.9% | +9.7% |
| 6M | +14.3% | +77.0% | -62.7% | +3.6% |
| YTD | +5.4% | +81.9% | -76.5% | -6.6% |
| 1Y | +12.2% | +90.7% | -78.5% | -1.7% |
| 3Y | +37.2% | +328.5% | -291.3% | -5.3% |
| All | -22.5% | +207.6% | -230.2% | -46.2% |
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 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