-19.4%
DXCM vs FROG
+41.7%
-61.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +35.3% | -41.3% | -11.2% |
| 7D | -3.5% | +7.0% | -10.5% | -5.5% |
| 30D | -5.8% | +2.9% | -8.7% | -7.5% |
| 3M | -4.3% | +21.6% | -26.0% | -9.2% |
| 6M | +31.6% | +87.7% | -56.1% | +14.2% |
| YTD | +19.6% | +61.7% | -42.0% | +4.7% |
| 1Y | +36.9% | +113.7% | -76.8% | +11.6% |
| 3Y | -16.3% | +267.7% | -284.0% | -44.8% |
| 5Y | -50.0% | +158.8% | -208.8% | -67.0% |
| All | -19.4% | +41.7% | -61.1% | -41.8% |
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