+44.0%
DLTR vs FROG
+83.7%
-39.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.1% | +9.6% |
| 7D | +15.6% | -14.1% | +29.6% | +15.1% |
| 30D | +29.9% | -11.8% | +41.6% | +29.5% |
| 3M | +12.5% | +0.1% | +12.3% | +12.1% |
| 6M | +56.3% | +64.2% | -7.9% | +54.3% |
| YTD | +19.5% | +38.2% | -18.7% | +18.7% |
| 1Y | +44.0% | +85.4% | -41.4% | +38.4% |
| All | +44.0% | +83.7% | -39.7% | +38.4% |
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