-22.8%
DOCN vs FROG
+73.1%
-95.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.4% | -4.7% | -6.1% |
| 7D | -20.0% | -14.1% | -6.0% | -14.8% |
| 30D | -38.8% | -11.8% | -27.0% | -35.2% |
| 3M | -34.8% | +0.1% | -35.0% | -34.5% |
| 6M | -22.8% | +64.2% | -87.0% | -39.5% |
| All | -22.8% | +73.1% | -95.8% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling