-50.3%
DOCS vs FROG
+84.4%
-134.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -1.6% |
| 7D | -1.4% | -11.3% | +9.9% | +2.8% |
| 30D | +21.8% | +3.6% | +18.2% | +20.0% |
| 3M | +27.3% | +1.7% | +25.6% | +25.1% |
| 6M | -0.3% | +123.5% | -123.9% | -28.6% |
| YTD | -40.5% | +40.2% | -80.7% | -50.4% |
| 1Y | -61.5% | +81.0% | -142.5% | -72.5% |
| 3Y | +8.2% | +194.8% | -186.6% | -48.4% |
| 5Y | -73.4% | +131.8% | -205.2% | -86.7% |
| All | -50.3% | +84.4% | -134.7% | -73.4% |
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