+11.2%
DT vs FROG
+45.3%
-34.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.2% |
| 7D | -7.5% | +17.0% | -24.5% | -13.9% |
| 30D | -31.5% | +1.3% | -32.8% | -33.6% |
| 3M | -14.0% | +17.5% | -31.5% | -21.3% |
| 6M | +6.9% | +46.8% | -39.9% | -9.9% |
| YTD | +0.3% | +65.8% | -65.4% | -21.6% |
| 1Y | -6.9% | +61.0% | -67.9% | -26.7% |
| 3Y | -13.9% | +296.7% | -310.6% | -57.0% |
| 5Y | -39.9% | +177.8% | -217.8% | -68.7% |
| All | +11.2% | +45.3% | -34.1% | -36.0% |
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