-8.6%
DOW vs FROG
+59.4%
-68.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | +5.2% | +12.5% | -7.3% | +4.4% |
| 30D | +13.2% | +23.5% | -10.3% | +11.2% |
| 3M | +10.1% | +19.4% | -9.3% | +8.2% |
| 6M | -13.1% | +77.0% | -90.1% | -17.5% |
| YTD | +46.1% | +81.9% | -35.8% | +36.7% |
| 1Y | +50.0% | +90.7% | -40.6% | +39.7% |
| 3Y | -20.2% | +328.5% | -348.8% | -32.0% |
| 5Y | -27.7% | +207.0% | -234.7% | -39.7% |
| All | -8.6% | +59.4% | -68.0% | -24.4% |
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