-70.5%
DOCU vs FROG
+76.3%
-146.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.6% | +11.6% | +3.8% |
| 7D | -3.2% | -24.5% | +21.3% | +8.1% |
| 30D | +15.7% | -24.3% | +39.9% | +27.9% |
| 3M | +37.3% | -11.7% | +49.0% | +41.1% |
| 6M | +63.1% | +37.1% | +26.0% | +32.7% |
| YTD | +15.4% | +19.5% | -4.1% | -3.8% |
| 1Y | +11.3% | +61.8% | -50.5% | -23.1% |
| 3Y | +92.1% | +178.1% | -86.1% | -23.2% |
| 5Y | -70.5% | +91.2% | -161.7% | -77.9% |
| All | -70.5% | +76.3% | -146.8% | -77.9% |
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