+46.4%
DRAM vs FROG
+117.7%
-71.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.3% |
| 7D | -14.7% | +17.0% | -31.7% | -19.0% |
| 30D | -28.9% | +1.3% | -30.2% | -29.7% |
| 3M | -18.1% | +17.5% | -35.5% | -22.9% |
| 6M | -23.0% | +46.8% | -69.8% | -32.0% |
| All | +46.4% | +117.7% | -71.3% | +18.6% |
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