+35.2%
FROG vs COO
-17.3%
+52.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -11.3% | -2.2% | -9.1% | -10.5% |
| 30D | +3.6% | -7.0% | +10.7% | +6.5% |
| 3M | +1.7% | +12.2% | -10.5% | -4.0% |
| 6M | +123.5% | -15.1% | +138.6% | +137.7% |
| YTD | +40.2% | -15.1% | +55.3% | +49.1% |
| 1Y | +81.0% | +2.3% | +78.7% | +76.9% |
| 3Y | +194.8% | -23.7% | +218.4% | +211.2% |
| 5Y | +131.8% | -38.9% | +170.7% | +158.2% |
| All | +35.2% | -17.3% | +52.5% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling