+328.5%
FROG vs COO
-24.0%
+352.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +12.5% | +0.5% | +12.0% | +12.4% |
| 30D | +23.5% | +14.2% | +9.4% | +20.9% |
| 3M | +19.4% | -18.2% | +37.6% | +23.6% |
| 6M | +77.0% | +5.3% | +71.7% | +72.9% |
| YTD | +81.9% | -23.6% | +105.4% | +92.3% |
| 1Y | +90.7% | -12.7% | +103.4% | +95.4% |
| 3Y | +328.5% | -24.2% | +352.7% | +331.9% |
| All | +328.5% | -24.0% | +352.6% | +331.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling