-14.5%
DPZ vs FROG
+83.7%
-98.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +5.4% |
| 7D | +10.1% | -14.1% | +24.2% | +9.9% |
| 30D | +14.6% | -11.8% | +26.4% | +14.5% |
| 3M | -6.8% | +0.1% | -6.9% | -7.0% |
| 6M | +4.4% | +64.2% | -59.8% | +3.5% |
| YTD | -16.8% | +38.2% | -55.1% | -17.0% |
| 1Y | -14.5% | +85.4% | -99.9% | -16.6% |
| All | -14.5% | +83.7% | -98.2% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling