+35.2%
FROG vs A
+55.4%
-20.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | -11.3% | -1.9% | -9.3% | -10.5% |
| 30D | +3.6% | +6.9% | -3.3% | +1.1% |
| 3M | +1.7% | +9.2% | -7.6% | -2.2% |
| 6M | +123.5% | +25.7% | +97.8% | +100.3% |
| YTD | +40.2% | +11.5% | +28.7% | +32.6% |
| 1Y | +81.0% | +18.4% | +62.6% | +65.2% |
| 3Y | +194.8% | +26.6% | +168.1% | +145.3% |
| 5Y | +131.8% | -12.8% | +144.6% | +130.7% |
| All | +35.2% | +55.4% | -20.2% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling