+67.6%
DUK vs FROG
+335.2%
-267.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.4% |
| 7D | +1.9% | +12.5% | -10.6% | +2.4% |
| 30D | +8.9% | +23.5% | -14.7% | +10.2% |
| 3M | +5.6% | +19.4% | -13.8% | +6.8% |
| 6M | +7.0% | +77.0% | -70.0% | +9.5% |
| YTD | +14.0% | +81.9% | -67.8% | +17.3% |
| 1Y | +9.1% | +90.7% | -81.6% | +12.3% |
| 3Y | +67.6% | +328.5% | -260.9% | +69.8% |
| All | +67.6% | +335.2% | -267.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling