+2.1%
DLTR vs FROG
+219.3%
-217.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.6% |
| 7D | -10.2% | -4.8% | -5.4% | -10.1% |
| 30D | -8.5% | -0.9% | -7.5% | -8.6% |
| 3M | +5.6% | +7.5% | -1.9% | +5.0% |
| 6M | +2.2% | +107.0% | -104.8% | -1.5% |
| YTD | -3.8% | +39.8% | -43.6% | -5.8% |
| 1Y | +22.9% | +74.8% | -51.9% | +18.3% |
| All | +2.1% | +219.3% | -217.2% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling