+21.6%
FROG vs A
+23.6%
-2.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.7% | +33.6% | +33.7% |
| 7D | +7.0% | -0.1% | +7.0% | +7.7% |
| 30D | +2.9% | +3.4% | -0.5% | +2.6% |
| 3M | +21.6% | +23.8% | -2.2% | +3.0% |
| All | +21.6% | +23.6% | -2.0% | +3.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling