+35.2%
FROG vs BR
+40.7%
-5.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | 0.0% | -1.6% |
| 7D | -11.3% | -5.3% | -6.0% | -8.7% |
| 30D | +3.6% | +6.4% | -2.8% | +0.3% |
| 3M | +1.7% | +13.6% | -12.0% | -5.7% |
| 6M | +123.5% | -6.7% | +130.2% | +130.1% |
| YTD | +40.2% | -21.1% | +61.3% | +58.7% |
| 1Y | +81.0% | -29.6% | +110.6% | +118.9% |
| 3Y | +194.8% | -2.4% | +197.1% | +186.4% |
| 5Y | +131.8% | +11.2% | +120.6% | +95.0% |
| All | +35.2% | +40.7% | -5.5% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling