+225.8%
EBAY vs FROG
+299.7%
-73.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.3% |
| 7D | +4.1% | +17.0% | -12.9% | +3.4% |
| 30D | +10.1% | +1.3% | +8.8% | +9.9% |
| 3M | +15.0% | +17.5% | -2.4% | +13.9% |
| 6M | +15.4% | +46.8% | -31.4% | +12.8% |
| YTD | +43.1% | +65.8% | -22.7% | +37.8% |
| 1Y | +46.9% | +61.0% | -14.1% | +41.6% |
| 3Y | +225.8% | +296.7% | -71.0% | +180.6% |
| All | +225.8% | +299.7% | -73.9% | +180.6% |
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