-25.8%
DPZ vs FROG
+76.3%
-102.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.6% | +13.9% | +1.3% |
| 7D | +9.5% | -24.5% | +34.0% | +11.8% |
| 30D | +12.8% | -24.3% | +37.0% | +14.9% |
| 3M | -6.2% | -11.7% | +5.5% | -6.2% |
| 6M | +4.3% | +37.1% | -32.9% | -0.9% |
| YTD | -16.6% | +19.5% | -36.1% | -20.3% |
| 1Y | -12.8% | +61.8% | -74.6% | -20.3% |
| 3Y | -0.8% | +178.1% | -179.0% | -20.2% |
| 5Y | -25.8% | +91.2% | -117.0% | -39.8% |
| All | -25.8% | +76.3% | -102.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling