-61.5%
EOSE vs FROG
+19.0%
-80.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.3% | +14.2% | +12.2% |
| 7D | +19.0% | -11.3% | +30.3% | +24.9% |
| 30D | +1.6% | +3.6% | -2.1% | -0.7% |
| 3M | -52.0% | +1.7% | -53.7% | -52.5% |
| 6M | -42.5% | +123.5% | -166.0% | -59.6% |
| YTD | -66.1% | +40.2% | -106.4% | -72.5% |
| 1Y | -47.1% | +81.0% | -128.1% | -61.7% |
| 3Y | +0.8% | +194.8% | -194.0% | -47.5% |
| 5Y | -71.7% | +131.8% | -203.5% | -85.2% |
| All | -61.5% | +19.0% | -80.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling