+184.0%
F vs FROG
+22.9%
+161.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.8% |
| 7D | +5.3% | -11.3% | +16.6% | +6.7% |
| 30D | +4.6% | +3.6% | +0.9% | +3.9% |
| 3M | -3.7% | +1.7% | -5.3% | -4.5% |
| 6M | +16.8% | +123.5% | -106.7% | +3.6% |
| YTD | +15.3% | +40.2% | -25.0% | +7.7% |
| 1Y | +31.0% | +81.0% | -50.0% | +16.9% |
| 3Y | +45.4% | +194.8% | -149.3% | +14.0% |
| 5Y | +54.7% | +131.8% | -77.1% | +15.1% |
| All | +184.0% | +22.9% | +161.1% | +117.0% |
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 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