+34.3%
DLR vs FROG
+129.7%
-95.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +1.6% | -11.3% | +12.9% | +3.1% |
| 30D | -3.4% | +3.6% | -7.0% | -4.1% |
| 3M | +0.5% | +1.7% | -1.2% | -0.4% |
| 6M | +4.6% | +123.5% | -119.0% | -8.3% |
| YTD | +23.4% | +40.2% | -16.8% | +14.8% |
| 1Y | +19.0% | +81.0% | -62.0% | +5.3% |
| 3Y | +56.5% | +194.8% | -138.2% | +20.8% |
| All | +34.3% | +129.7% | -95.4% | -5.2% |
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