-4.6%
DPZ vs FROG
+22.9%
-27.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | -2.5% | -11.3% | +8.7% | -1.6% |
| 30D | -7.0% | +3.6% | -10.6% | -7.6% |
| 3M | +11.6% | +1.7% | +9.9% | +10.8% |
| 6M | -15.2% | +123.5% | -138.7% | -22.5% |
| YTD | -17.2% | +40.2% | -57.5% | -21.3% |
| 1Y | -24.8% | +81.0% | -105.8% | -31.0% |
| 3Y | -8.7% | +194.8% | -203.4% | -23.7% |
| 5Y | -28.9% | +131.8% | -160.7% | -42.1% |
| All | -4.6% | +22.9% | -27.5% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling