+198.9%
FROG vs COO
-39.4%
+238.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +48.2% | -2.1% | +50.3% | +49.1% |
| 30D | +11.4% | +13.9% | -2.5% | +5.6% |
| 3M | +28.5% | -18.9% | +47.5% | +37.9% |
| 6M | +63.7% | +3.7% | +60.0% | +56.5% |
| YTD | +77.1% | -24.1% | +101.2% | +94.9% |
| 1Y | +79.3% | -14.2% | +93.6% | +86.1% |
| 3Y | +323.8% | -24.5% | +348.2% | +328.5% |
| 5Y | +198.9% | -40.4% | +239.3% | +251.8% |
| All | +198.9% | -39.4% | +238.3% | +251.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling