+85.4%
FROG vs BB
+88.0%
-2.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.0% | -9.4% | -5.0% |
| 7D | -14.1% | -6.8% | -7.3% | -11.9% |
| 30D | -11.8% | -3.5% | -8.2% | -11.0% |
| 3M | +0.1% | -1.2% | +1.4% | -0.2% |
| 6M | +64.2% | +57.0% | +7.2% | +41.0% |
| YTD | +38.2% | +131.1% | -92.9% | +3.0% |
| 1Y | +85.4% | +87.6% | -2.2% | +42.1% |
| All | +85.4% | +88.0% | -2.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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