+45.0%
EBAY vs FROG
+85.3%
-40.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | -0.9% | +12.5% | -13.4% | -1.1% |
| 30D | +3.5% | +23.5% | -20.1% | +3.1% |
| 3M | +16.0% | +19.4% | -3.4% | +15.4% |
| 6M | +7.6% | +77.0% | -69.4% | +5.1% |
| YTD | +40.1% | +81.9% | -41.8% | +34.2% |
| 1Y | +45.0% | +90.7% | -45.6% | +38.7% |
| All | +45.0% | +85.3% | -40.2% | +38.7% |
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 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