-60.6%
DOCU vs FROG
+41.7%
-102.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -15.0% |
| 7D | -5.5% | +7.0% | -12.5% | -11.0% |
| 30D | +12.6% | +2.9% | +9.8% | +6.9% |
| 3M | +36.4% | +21.6% | +14.8% | +20.2% |
| 6M | +66.8% | +87.7% | -20.9% | +18.5% |
| YTD | +13.5% | +61.7% | -48.2% | -17.2% |
| 1Y | +11.3% | +113.7% | -102.4% | -30.5% |
| 3Y | +92.1% | +267.7% | -175.7% | -21.9% |
| 5Y | -71.0% | +158.8% | -229.8% | -87.2% |
| All | -60.6% | +41.7% | -102.3% | -80.2% |
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 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