+25.8%
DLTR vs FROG
+323.8%
-297.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | +2.4% | +48.2% | -45.8% | +2.6% |
| 30D | +21.5% | +11.4% | +10.1% | +22.0% |
| 3M | +9.8% | +28.5% | -18.7% | +9.8% |
| 6M | +58.6% | +63.7% | -5.1% | +56.8% |
| YTD | +14.8% | +77.1% | -62.2% | +12.8% |
| 1Y | +33.0% | +79.3% | -46.3% | +30.5% |
| All | +25.8% | +323.8% | -297.9% | +10.4% |
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 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