-76.5%
DOCU vs FROG
+129.7%
-206.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.3% | +7.0% | +5.1% |
| 7D | +6.9% | -11.3% | +18.2% | +12.3% |
| 30D | +19.0% | +3.6% | +15.4% | +16.7% |
| 3M | +34.3% | +1.7% | +32.6% | +30.6% |
| 6M | +48.0% | +123.5% | -75.5% | -1.8% |
| YTD | 0.0% | +40.2% | -40.2% | -20.1% |
| 1Y | -10.3% | +81.0% | -91.3% | -38.6% |
| 3Y | +32.4% | +194.8% | -162.4% | -44.1% |
| All | -76.5% | +129.7% | -206.2% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling