-45.3%
EOSE vs FROG
+74.0%
-119.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -6.8% | +1.3% | -8.2% | -8.0% |
| 3M | -36.3% | +11.1% | -47.4% | -39.1% |
| 6M | -38.8% | +108.3% | -147.1% | -52.4% |
| YTD | -65.5% | +39.6% | -105.1% | -68.8% |
| 1Y | -45.3% | +74.7% | -120.0% | -58.9% |
| All | -45.3% | +74.0% | -119.3% | -58.9% |
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