+30.9%
DOCU vs FROG
+198.7%
-167.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +32.7% |
| 6M | +48.0% | +123.5% | -75.5% | +20.2% |
| YTD | 0.0% | +40.2% | -40.2% | -10.6% |
| 1Y | -10.3% | +81.0% | -91.3% | -25.1% |
| All | +30.9% | +198.7% | -167.8% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling