-24.4%
DOW vs FROG
+274.0%
-298.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +35.3% | -37.1% | -4.0% |
| 7D | -9.5% | +7.0% | -16.5% | -10.1% |
| 30D | +13.1% | +2.9% | +10.2% | +12.5% |
| 3M | +4.8% | +21.6% | -16.8% | +2.7% |
| 6M | -16.7% | +87.7% | -104.3% | -22.5% |
| YTD | +38.9% | +61.7% | -22.8% | +29.9% |
| 1Y | +48.3% | +113.7% | -65.4% | +32.9% |
| 3Y | -24.4% | +267.7% | -292.1% | -40.1% |
| All | -24.4% | +274.0% | -298.4% | -40.1% |
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