+67.0%
FROG vs COO
-24.0%
+91.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.3% |
| 7D | +27.1% | +4.3% | +22.8% | +25.1% |
| 30D | +5.8% | +17.6% | -11.8% | -0.6% |
| 3M | +20.8% | -13.9% | +34.7% | +26.3% |
| 6M | +53.3% | +6.6% | +46.8% | +45.6% |
| YTD | +73.2% | -22.0% | +95.2% | +88.0% |
| 1Y | +80.3% | -8.8% | +89.1% | +82.4% |
| 3Y | +318.3% | -21.5% | +339.8% | +321.0% |
| 5Y | +179.9% | -41.0% | +220.9% | +215.6% |
| All | +67.0% | -24.0% | +91.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling