+85.4%
FROG vs BRKR
+65.8%
+19.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.9% | -15.3% | -4.5% |
| 7D | -14.1% | +2.9% | -17.0% | -14.5% |
| 30D | -11.8% | -0.1% | -11.7% | -12.1% |
| 3M | +0.1% | +26.9% | -26.8% | -3.3% |
| 6M | +64.2% | +75.6% | -11.4% | +40.9% |
| YTD | +38.2% | +35.8% | +2.4% | +23.8% |
| 1Y | +85.4% | +58.6% | +26.8% | +55.0% |
| All | +85.4% | +65.8% | +19.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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