-2.5%
DPZ vs FROG
+176.4%
-178.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.6% | +13.9% | +0.6% |
| 7D | +9.5% | -24.5% | +34.0% | +10.3% |
| 30D | +12.8% | -24.3% | +37.0% | +13.5% |
| 3M | -6.2% | -11.7% | +5.5% | -6.4% |
| 6M | +4.3% | +37.1% | -32.9% | +1.7% |
| YTD | -16.6% | +19.5% | -36.1% | -18.3% |
| 1Y | -12.8% | +61.8% | -74.6% | -16.8% |
| All | -2.5% | +176.4% | -178.9% | -13.2% |
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