+32.7%
DT vs FROG
+22.9%
+9.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.5% |
| 7D | -3.3% | -11.3% | +8.0% | +0.6% |
| 30D | +2.0% | +3.6% | -1.6% | +0.1% |
| 3M | +20.0% | +1.7% | +18.3% | +17.7% |
| 6M | +39.3% | +123.5% | -84.2% | +3.1% |
| YTD | +19.8% | +40.2% | -20.5% | +1.9% |
| 1Y | +4.3% | +81.0% | -76.7% | -20.2% |
| 3Y | +7.7% | +194.8% | -187.1% | -38.5% |
| 5Y | -26.8% | +131.8% | -158.6% | -58.5% |
| All | +32.7% | +22.9% | +9.8% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling