-17.8%
DIS vs FROG
+22.9%
-40.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | -2.6% | -11.3% | +8.7% | -1.4% |
| 30D | +3.5% | +3.6% | -0.2% | +2.8% |
| 3M | +6.8% | +1.7% | +5.2% | +5.9% |
| 6M | +3.0% | +123.5% | -120.5% | -7.7% |
| YTD | -6.7% | +40.2% | -47.0% | -12.3% |
| 1Y | -10.1% | +81.0% | -91.1% | -18.9% |
| 3Y | +33.0% | +194.8% | -161.7% | +7.6% |
| 5Y | -40.0% | +131.8% | -171.8% | -54.0% |
| All | -17.8% | +22.9% | -40.7% | -38.1% |
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