+12.4%
DT vs FROG
+51.8%
-39.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -1.0% |
| 7D | -20.2% | +27.1% | -47.3% | -27.9% |
| 30D | -30.8% | +5.8% | -36.6% | -33.8% |
| 3M | -10.2% | +20.8% | -31.1% | -18.5% |
| 6M | +8.0% | +53.3% | -45.3% | -10.1% |
| YTD | +1.5% | +73.2% | -71.7% | -21.8% |
| 1Y | -6.9% | +80.3% | -87.2% | -29.5% |
| 3Y | -10.9% | +318.3% | -329.2% | -56.3% |
| 5Y | -42.2% | +179.9% | -222.1% | -70.0% |
| All | +12.4% | +51.8% | -39.4% | -36.2% |
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