-18.3%
DXCM vs FROG
+319.6%
-337.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.3% |
| 7D | -9.2% | +26.8% | -36.0% | -9.9% |
| 30D | -6.5% | +10.6% | -17.1% | -6.7% |
| 3M | -10.3% | +27.2% | -37.4% | -11.4% |
| 6M | +35.4% | +58.7% | -23.3% | +31.6% |
| YTD | +21.1% | +75.3% | -54.3% | +16.4% |
| 1Y | +38.2% | +71.1% | -32.9% | +33.0% |
| All | -18.3% | +319.6% | -337.9% | -31.7% |
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