-18.2%
DOW vs FROG
+21.7%
-39.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.9% | -5.5% | +2.6% | -2.5% |
| 30D | +2.0% | -3.1% | +5.1% | +2.0% |
| 3M | -12.5% | +1.2% | -13.8% | -13.0% |
| 6M | -9.2% | +113.7% | -122.9% | -15.6% |
| YTD | +30.8% | +38.9% | -8.1% | +25.2% |
| 1Y | +29.4% | +72.0% | -42.6% | +21.1% |
| 3Y | -34.6% | +217.1% | -251.7% | -42.9% |
| 5Y | -35.9% | +130.6% | -166.6% | -45.4% |
| All | -18.2% | +21.7% | -39.9% | -30.7% |
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 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