+61.6%
DRAM vs FROG
+130.2%
-68.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.6% | +8.4% |
| 7D | -0.6% | +26.8% | -27.4% | -8.0% |
| 30D | -18.0% | +10.6% | -28.6% | -21.0% |
| 3M | -11.9% | +27.2% | -39.1% | -19.2% |
| 6M | -18.6% | +58.7% | -77.3% | -29.8% |
| All | +61.6% | +130.2% | -68.6% | +28.5% |
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