+150.0%
EBAY vs FROG
+219.3%
-69.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.0% | -4.8% | +1.8% | -2.8% |
| 30D | -3.6% | -0.9% | -2.7% | -3.8% |
| 3M | -4.4% | +7.5% | -11.9% | -5.1% |
| 6M | +12.1% | +107.0% | -95.0% | +6.9% |
| YTD | +19.9% | +39.8% | -19.9% | +16.2% |
| 1Y | +13.4% | +74.8% | -61.4% | +8.2% |
| All | +150.0% | +219.3% | -69.2% | +115.7% |
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 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