-10.3%
DOCU vs FROG
+83.7%
-94.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +4.5% |
| 7D | +6.9% | -11.3% | +18.2% | +9.9% |
| 30D | +19.0% | +3.6% | +15.4% | +17.9% |
| 3M | +34.3% | +1.7% | +32.6% | +32.9% |
| 6M | +48.0% | +123.5% | -75.5% | +21.9% |
| YTD | 0.0% | +40.2% | -40.2% | -10.0% |
| 1Y | -10.3% | +81.0% | -91.3% | -21.8% |
| All | -10.3% | +83.7% | -94.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling