+32.4%
DLTR vs FROG
+22.3%
+10.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | -10.1% | -0.5% | -9.6% | -10.1% |
| 30D | -8.1% | +1.3% | -9.4% | -8.3% |
| 3M | +2.9% | +11.1% | -8.2% | +2.0% |
| 6M | +4.3% | +108.3% | -104.0% | -0.5% |
| YTD | -3.9% | +39.6% | -43.5% | -6.7% |
| 1Y | +18.9% | +74.7% | -55.8% | +13.5% |
| 3Y | +1.9% | +224.1% | -222.2% | -8.0% |
| 5Y | +31.0% | +138.4% | -107.4% | +15.7% |
| All | +32.4% | +22.3% | +10.1% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling