+324.3%
DOCN vs FROG
+198.7%
+125.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +4.0% |
| 7D | +1.1% | -11.3% | +12.4% | +5.3% |
| 30D | -9.6% | +3.6% | -13.3% | -11.2% |
| 3M | -37.7% | +1.7% | -39.4% | -39.1% |
| 6M | +115.2% | +123.5% | -8.3% | +58.7% |
| YTD | +133.7% | +40.2% | +93.5% | +96.9% |
| 1Y | +250.2% | +81.0% | +169.2% | +168.8% |
| All | +324.3% | +198.7% | +125.6% | +143.2% |
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