-37.4%
DOCS vs FROG
+57.1%
-94.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.3% | +0.5% |
| 7D | -1.3% | -24.5% | +23.2% | +8.4% |
| 30D | +19.4% | -24.3% | +43.6% | +30.3% |
| 3M | +53.4% | -11.7% | +65.1% | +57.7% |
| 6M | +28.8% | +37.1% | -8.4% | +10.1% |
| YTD | -25.1% | +19.5% | -44.5% | -34.8% |
| 1Y | -48.1% | +61.8% | -109.9% | -62.1% |
| 3Y | +51.4% | +178.1% | -126.8% | -28.7% |
| 5Y | -51.1% | +91.2% | -142.3% | -74.3% |
| All | -37.4% | +57.1% | -94.5% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling