+29.8%
DLTR vs FROG
+133.6%
-103.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.6% |
| 7D | -10.2% | -4.8% | -5.4% | -10.0% |
| 30D | -8.5% | -0.9% | -7.5% | -8.6% |
| 3M | +5.6% | +7.5% | -1.9% | +4.7% |
| 6M | +2.2% | +107.0% | -104.8% | -3.5% |
| YTD | -3.8% | +39.8% | -43.6% | -7.1% |
| 1Y | +22.9% | +74.8% | -51.9% | +16.1% |
| 3Y | +2.0% | +219.3% | -217.2% | -10.9% |
| 5Y | +29.8% | +133.0% | -103.2% | +7.7% |
| All | +29.8% | +133.6% | -103.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling