+32.3%
DLR vs FROG
+160.8%
-128.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -4.4% |
| 7D | -3.6% | +7.0% | -10.6% | -4.9% |
| 30D | -3.5% | +2.9% | -6.4% | -4.5% |
| 3M | -8.9% | +21.6% | -30.5% | -12.2% |
| 6M | -11.6% | +87.7% | -99.2% | -20.6% |
| YTD | +14.9% | +61.7% | -46.8% | +4.0% |
| 1Y | +6.4% | +113.7% | -107.2% | -8.8% |
| 3Y | +47.3% | +267.7% | -220.5% | +8.7% |
| All | +32.3% | +160.8% | -128.5% | -4.5% |
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