+54.0%
DOCN vs FROG
+118.5%
-64.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +35.3% | -32.8% | -9.9% |
| 7D | -19.2% | +7.0% | -26.1% | -21.8% |
| 30D | -43.1% | +2.9% | -45.9% | -43.8% |
| 3M | -40.7% | +21.6% | -62.3% | -45.3% |
| 6M | -55.0% | +87.7% | -142.6% | -65.5% |
| YTD | +50.6% | +61.7% | -11.0% | +17.6% |
| 1Y | +54.0% | +113.7% | -59.7% | +10.3% |
| All | +54.0% | +118.5% | -64.6% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling