+72.0%
FROG vs A
+16.1%
+55.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | -3.1% | +0.6% | -3.7% | -2.8% |
| 3M | +1.2% | +10.9% | -9.6% | +0.7% |
| 6M | +113.7% | +28.2% | +85.5% | +107.5% |
| YTD | +38.9% | +8.6% | +30.3% | +38.6% |
| 1Y | +72.0% | +15.5% | +56.5% | +75.5% |
| All | +72.0% | +16.1% | +55.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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