-29.5%
DIS vs FROG
+170.5%
-200.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | +4.4% | +17.0% | -12.6% | +1.8% |
| 30D | +10.3% | +1.3% | +9.0% | +9.2% |
| 3M | +15.5% | +17.5% | -1.9% | +11.6% |
| 6M | +11.2% | +46.8% | -35.6% | +3.3% |
| YTD | +5.6% | +65.8% | -60.2% | -5.5% |
| 1Y | +7.7% | +61.0% | -53.2% | -3.2% |
| 3Y | +39.3% | +296.7% | -257.5% | -3.3% |
| 5Y | -29.5% | +177.8% | -207.4% | -50.4% |
| All | -29.5% | +170.5% | -200.0% | -50.4% |
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