+196.4%
DOCN vs FROG
+176.4%
+20.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.6% | -2.3% | -10.8% |
| 7D | -29.3% | -24.5% | -4.8% | -21.4% |
| 30D | -46.0% | -24.3% | -21.8% | -39.9% |
| 3M | -43.2% | -11.7% | -31.5% | -40.5% |
| 6M | -53.7% | +37.1% | -90.9% | -59.3% |
| YTD | +46.9% | +19.5% | +27.5% | +32.5% |
| 1Y | +54.3% | +61.8% | -7.5% | +25.5% |
| All | +196.4% | +176.4% | +20.1% | +112.5% |
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