+97.7%
DOCN vs FROG
+70.9%
+26.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.4% | -4.7% | -6.0% |
| 7D | -20.0% | -14.1% | -6.0% | -13.9% |
| 30D | -38.8% | -11.8% | -27.0% | -34.7% |
| 3M | -34.8% | +0.1% | -35.0% | -35.8% |
| 6M | -22.8% | +64.2% | -87.0% | -42.7% |
| YTD | +74.6% | +38.2% | +36.4% | +36.3% |
| 1Y | +116.4% | +85.4% | +31.0% | +41.4% |
| 3Y | +239.3% | +221.8% | +17.5% | +34.6% |
| 5Y | -20.2% | +143.6% | -163.8% | -67.2% |
| All | +97.7% | +70.9% | +26.8% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling