+11.3%
DOCU vs FROG
+58.5%
-47.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.6% | +11.6% | +1.0% |
| 7D | -3.2% | -24.5% | +21.3% | +2.5% |
| 30D | +15.7% | -24.3% | +39.9% | +21.9% |
| 3M | +37.3% | -11.7% | +49.0% | +39.6% |
| 6M | +63.1% | +37.1% | +26.0% | +51.2% |
| YTD | +15.4% | +19.5% | -4.1% | +6.6% |
| 1Y | +11.3% | +61.8% | -50.5% | +1.7% |
| All | +11.3% | +58.5% | -47.2% | +1.7% |
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