+81.0%
FROG vs DAR
+104.4%
-23.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.2% |
| 7D | -11.3% | +1.4% | -12.6% | -11.4% |
| 30D | +3.6% | +12.8% | -9.1% | +2.0% |
| 3M | +1.7% | +7.4% | -5.7% | +0.8% |
| 6M | +123.5% | +22.3% | +101.3% | +120.0% |
| YTD | +40.2% | +81.1% | -40.8% | +37.3% |
| 1Y | +81.0% | +106.5% | -25.5% | +74.4% |
| All | +81.0% | +104.4% | -23.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling