+78.7%
DUK vs FROG
+22.9%
+55.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | 0.0% | -11.3% | +11.3% | -0.2% |
| 30D | -1.7% | +3.6% | -5.3% | -1.6% |
| 3M | -0.4% | +1.7% | -2.1% | -0.3% |
| 6M | -7.2% | +123.5% | -130.8% | -6.3% |
| YTD | +5.3% | +40.2% | -35.0% | +6.0% |
| 1Y | +3.0% | +81.0% | -78.0% | +3.8% |
| 3Y | +53.1% | +194.8% | -141.7% | +54.0% |
| 5Y | +37.9% | +131.8% | -93.9% | +37.4% |
| All | +78.7% | +22.9% | +55.8% | +78.8% |
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 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