-42.9%
DT vs FROG
+164.1%
-207.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -35.9% | -12.2% |
| 7D | -24.7% | +7.0% | -31.7% | -28.1% |
| 30D | -27.4% | +2.9% | -30.3% | -30.0% |
| 3M | -11.1% | +21.6% | -32.7% | -20.1% |
| 6M | +13.7% | +87.7% | -74.0% | -14.1% |
| YTD | +0.2% | +61.7% | -61.4% | -22.2% |
| 1Y | -5.7% | +113.7% | -119.4% | -35.3% |
| 3Y | -8.1% | +267.7% | -275.9% | -57.1% |
| All | -42.9% | +164.1% | -207.0% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling