-54.2%
DOCS vs FROG
+160.8%
-215.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +35.3% | -37.3% | -13.5% |
| 7D | -0.8% | +7.0% | -7.7% | -5.4% |
| 30D | +17.4% | +2.9% | +14.5% | +12.8% |
| 3M | +57.4% | +21.6% | +35.8% | +41.8% |
| 6M | +26.5% | +87.7% | -61.1% | -4.8% |
| YTD | -26.6% | +61.7% | -88.3% | -43.6% |
| 1Y | -48.1% | +113.7% | -161.7% | -66.1% |
| 3Y | +52.6% | +267.7% | -215.1% | -36.6% |
| All | -54.2% | +160.8% | -215.0% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling