-8.5%
DIS vs FROG
+4.7%
-13.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.6% | +12.1% | -0.1% |
| 7D | +5.7% | -24.5% | +30.2% | +8.5% |
| 30D | +12.7% | -24.3% | +36.9% | +15.4% |
| 3M | +15.2% | -11.7% | +26.9% | +15.6% |
| 6M | +17.6% | +37.1% | -19.6% | +11.2% |
| YTD | +3.8% | +19.5% | -15.6% | -1.3% |
| 1Y | +6.8% | +61.8% | -55.0% | -3.3% |
| 3Y | +42.1% | +178.1% | -136.0% | +14.7% |
| 5Y | -31.2% | +91.2% | -122.4% | -46.7% |
| All | -8.5% | +4.7% | -13.2% | -30.4% |
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 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