-3.8%
DPZ vs FROG
+59.4%
-63.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.4% |
| 7D | +2.2% | +12.5% | -10.3% | +1.4% |
| 30D | +15.5% | +23.5% | -8.0% | +13.1% |
| 3M | -2.0% | +19.4% | -21.4% | -4.1% |
| 6M | +12.1% | +77.0% | -64.9% | +5.4% |
| YTD | -16.6% | +81.9% | -98.5% | -22.7% |
| 1Y | -14.6% | +90.7% | -105.2% | -21.4% |
| 3Y | -4.1% | +328.5% | -332.7% | -23.0% |
| 5Y | -28.3% | +207.0% | -235.3% | -43.1% |
| All | -3.8% | +59.4% | -63.2% | -19.8% |
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