-5.9%
DPZ vs FROG
+41.7%
-47.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +35.3% | -37.5% | -4.6% |
| 7D | +6.6% | +7.0% | -0.4% | +5.6% |
| 30D | +10.3% | +2.9% | +7.4% | +9.5% |
| 3M | -6.2% | +21.6% | -27.8% | -8.6% |
| 6M | +4.2% | +87.7% | -83.4% | -3.1% |
| YTD | -18.4% | +61.7% | -80.1% | -23.7% |
| 1Y | -14.9% | +113.7% | -128.6% | -23.4% |
| 3Y | -4.6% | +267.7% | -272.4% | -22.4% |
| 5Y | -27.4% | +158.8% | -186.2% | -41.7% |
| All | -5.9% | +41.7% | -47.6% | -20.9% |
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