-85.1%
FRMI vs FROG
+85.3%
-170.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.7% | +24.0% | +26.2% |
| 7D | +66.2% | +12.5% | +53.7% | +63.2% |
| 30D | -17.4% | +23.5% | -40.9% | -20.3% |
| 3M | -60.5% | +19.4% | -79.8% | -61.6% |
| 6M | -56.5% | +77.0% | -133.5% | -59.3% |
| YTD | -67.4% | +81.9% | -149.3% | -73.6% |
| 1Y | -85.1% | +90.7% | -175.8% | -86.9% |
| All | -85.1% | +85.3% | -170.4% | -86.9% |
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