-84.8%
EOSE vs FROG
+83.7%
-168.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.4% | +15.1% | +13.6% |
| 7D | +9.7% | -14.1% | +23.8% | +16.3% |
| 30D | -34.6% | -11.8% | -22.8% | -31.1% |
| 3M | -50.8% | +0.1% | -50.9% | -51.1% |
| 6M | -66.5% | +64.2% | -130.7% | -71.2% |
| YTD | -81.3% | +38.2% | -119.6% | -82.8% |
| 1Y | -84.8% | +85.4% | -170.2% | -89.1% |
| All | -84.8% | +83.7% | -168.5% | -89.1% |
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