+16.5%
EBAY vs FROG
+76.4%
-59.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.6% |
| 30D | -0.6% | +3.0% | -3.6% | -1.2% |
| 3M | -1.0% | +10.3% | -11.3% | -2.2% |
| 6M | +16.3% | +116.7% | -100.4% | +7.2% |
| YTD | +21.7% | +41.9% | -20.2% | +16.7% |
| 1Y | +16.5% | +78.5% | -62.0% | +5.8% |
| All | +16.5% | +76.4% | -59.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling