-35.3%
DOW vs FROG
+206.6%
-241.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.8% |
| 7D | -2.4% | -11.3% | +8.9% | -1.5% |
| 30D | +0.4% | +3.6% | -3.3% | -0.2% |
| 3M | -14.4% | +1.7% | -16.1% | -15.0% |
| 6M | -7.0% | +123.5% | -130.5% | -15.8% |
| YTD | +30.2% | +40.2% | -10.0% | +23.3% |
| 1Y | +29.2% | +81.0% | -51.8% | +17.4% |
| All | -35.3% | +206.6% | -241.9% | -47.5% |
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