+224.6%
FROG vs BR
-5.1%
+229.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -2.6% |
| 30D | -0.9% | -2.5% | +1.5% | +0.1% |
| 3M | +7.5% | +13.5% | -6.0% | +0.9% |
| 6M | +107.0% | -9.4% | +116.4% | +117.6% |
| YTD | +39.8% | -23.3% | +63.1% | +61.7% |
| 1Y | +74.8% | -31.6% | +106.4% | +115.6% |
| All | +224.6% | -5.1% | +229.7% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling