+24.9%
DLTR vs FROG
+195.3%
-170.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +2.4% | +48.2% | -45.8% | +0.9% |
| 30D | +21.5% | +11.4% | +10.1% | +21.0% |
| 3M | +9.8% | +28.5% | -18.7% | +8.2% |
| 6M | +58.6% | +63.7% | -5.1% | +53.3% |
| YTD | +14.8% | +77.1% | -62.2% | +9.6% |
| 1Y | +33.0% | +79.3% | -46.3% | +26.7% |
| 3Y | +23.8% | +323.8% | -299.9% | +6.3% |
| 5Y | +24.9% | +198.9% | -174.0% | -1.7% |
| All | +24.9% | +195.3% | -170.4% | -1.7% |
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