+17.1%
DLR vs FROG
+85.3%
-68.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.0% |
| 7D | +3.3% | +12.5% | -9.2% | +3.0% |
| 30D | +4.6% | +23.5% | -18.9% | +4.0% |
| 3M | -8.3% | +19.4% | -27.7% | -8.6% |
| 6M | -5.6% | +77.0% | -82.6% | -6.6% |
| YTD | +18.7% | +81.9% | -63.2% | +17.6% |
| 1Y | +17.1% | +90.7% | -73.6% | +15.1% |
| All | +17.1% | +85.3% | -68.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling