+55.9%
FROG vs COO
-25.8%
+81.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.8% | +37.1% | +35.9% |
| 7D | +7.0% | +4.7% | +2.3% | +4.9% |
| 30D | +2.9% | +13.9% | -11.0% | -2.4% |
| 3M | +21.6% | -14.9% | +36.6% | +27.5% |
| 6M | +87.7% | +2.0% | +85.6% | +80.8% |
| YTD | +61.7% | -23.9% | +85.6% | +76.9% |
| 1Y | +113.7% | -9.6% | +123.3% | +116.6% |
| 3Y | +267.7% | -25.4% | +293.2% | +279.4% |
| 5Y | +158.8% | -41.2% | +200.0% | +192.2% |
| All | +55.9% | -25.8% | +81.7% | +67.0% |
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