-51.1%
DOCS vs FROG
+76.3%
-127.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.6% | +9.3% | +0.5% |
| 7D | -1.3% | -24.5% | +23.2% | +8.3% |
| 30D | +19.4% | -24.3% | +43.6% | +30.2% |
| 3M | +53.4% | -11.7% | +65.1% | +57.7% |
| 6M | +28.8% | +37.1% | -8.4% | +10.3% |
| YTD | -25.1% | +19.5% | -44.5% | -34.7% |
| 1Y | -48.1% | +61.8% | -109.9% | -62.0% |
| 3Y | +51.4% | +178.1% | -126.8% | -29.6% |
| 5Y | -51.1% | +91.2% | -142.3% | -72.2% |
| All | -51.1% | +76.3% | -127.4% | -72.2% |
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