+9.5%
DLR vs FROG
+78.6%
-69.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +3.2% |
| 7D | +2.4% | +27.1% | -24.7% | +1.6% |
| 30D | +0.7% | +5.8% | -5.1% | +0.4% |
| 3M | -6.4% | +20.8% | -27.3% | -6.8% |
| 6M | -6.5% | +53.3% | -59.9% | -7.5% |
| YTD | +18.8% | +73.2% | -54.4% | +18.0% |
| All | +9.5% | +78.6% | -69.1% | +8.9% |
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