-12.8%
DPZ vs FROG
+58.5%
-71.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.6% | +13.9% | +0.1% |
| 7D | +9.5% | -24.5% | +34.0% | +9.1% |
| 30D | +12.8% | -24.3% | +37.0% | +12.5% |
| 3M | -6.2% | -11.7% | +5.5% | -6.7% |
| 6M | +4.3% | +37.1% | -32.9% | +3.3% |
| YTD | -16.6% | +19.5% | -36.1% | -16.9% |
| 1Y | -12.8% | +61.8% | -74.6% | -15.1% |
| All | -12.8% | +58.5% | -71.3% | -15.1% |
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 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