+45.6%
EOSE vs FROG
+224.1%
-178.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.4% |
| 7D | +14.0% | -2.2% | +16.2% | +14.7% |
| 30D | -5.9% | +3.0% | -8.9% | -7.5% |
| 3M | -34.3% | +10.3% | -44.6% | -36.9% |
| 6M | -37.8% | +116.7% | -154.4% | -52.9% |
| YTD | -65.2% | +41.9% | -107.1% | -70.5% |
| 1Y | -41.9% | +78.5% | -120.4% | -55.2% |
| All | +45.6% | +224.1% | -178.5% | -34.5% |
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