-47.1%
EOSE vs FROG
+83.7%
-130.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.3% | +14.2% | +12.2% |
| 7D | +19.0% | -11.3% | +30.3% | +24.6% |
| 30D | +1.6% | +3.6% | -2.1% | -0.5% |
| 3M | -52.0% | +1.7% | -53.7% | -52.6% |
| 6M | -42.5% | +123.5% | -166.0% | -56.2% |
| YTD | -66.1% | +40.2% | -106.4% | -69.4% |
| 1Y | -47.1% | +81.0% | -128.1% | -61.0% |
| All | -47.1% | +83.7% | -130.9% | -61.0% |
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