+87.7%
FROG vs BB
+57.2%
+30.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.4% | +30.9% | +33.2% |
| 7D | +7.0% | +3.8% | +3.2% | +5.9% |
| 30D | +2.9% | -0.3% | +3.2% | +3.5% |
| 3M | +21.6% | -0.5% | +22.1% | +21.4% |
| 6M | +87.7% | +45.9% | +41.8% | +64.6% |
| All | +87.7% | +57.2% | +30.5% | +64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling