+228.1%
EBAY vs FROG
+335.2%
-107.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.6% |
| 7D | -0.9% | +12.5% | -13.4% | -1.3% |
| 30D | +3.5% | +23.5% | -20.1% | +2.5% |
| 3M | +16.0% | +19.4% | -3.4% | +14.9% |
| 6M | +7.6% | +77.0% | -69.4% | +4.4% |
| YTD | +40.1% | +81.9% | -41.8% | +34.5% |
| 1Y | +45.0% | +90.7% | -45.6% | +38.9% |
| 3Y | +228.1% | +328.5% | -100.4% | +178.3% |
| All | +228.1% | +335.2% | -107.1% | +178.3% |
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