+70.5%
DOCN vs FROG
+99.8%
-29.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.8% | -14.3% |
| 7D | -19.2% | +7.0% | -26.1% | -23.9% |
| 30D | -43.1% | +2.9% | -45.9% | -45.0% |
| 3M | -40.7% | +21.6% | -62.3% | -48.2% |
| 6M | -55.0% | +87.7% | -142.6% | -69.6% |
| YTD | +50.6% | +61.7% | -11.0% | +6.2% |
| 1Y | +54.0% | +113.7% | -59.7% | -8.4% |
| 3Y | +203.9% | +267.7% | -63.8% | +10.8% |
| 5Y | -29.4% | +158.8% | -188.2% | -73.3% |
| All | +70.5% | +99.8% | -29.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling