+21.6%
FROG vs BUD
-1.7%
+23.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.5% | +36.8% | +33.9% |
| 7D | +7.0% | +4.5% | +2.5% | +10.1% |
| 30D | +2.9% | +12.5% | -9.6% | +4.4% |
| 3M | +21.6% | 0.0% | +21.6% | +32.6% |
| All | +21.6% | -1.7% | +23.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3mo: compounded portfolio wealth divided by compounded BUD 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…
3mo analysis · Full analysis span regression · Available span rolling