+20.0%
DLTR vs FROG
+76.4%
-56.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -9.4% | -2.2% | -7.3% | -9.5% |
| 30D | -7.3% | +3.0% | -10.3% | -7.5% |
| 3M | +7.6% | +10.3% | -2.8% | +7.1% |
| 6M | +1.6% | +116.7% | -115.1% | -1.6% |
| YTD | -3.5% | +41.9% | -45.5% | -4.3% |
| 1Y | +20.0% | +78.5% | -58.5% | +14.0% |
| All | +20.0% | +76.4% | -56.3% | +14.0% |
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