+67.0%
FROG vs DAR
+49.4%
+17.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.5% | +6.2% |
| 7D | +27.1% | -2.8% | +29.9% | +27.9% |
| 30D | +5.8% | -12.8% | +18.6% | +8.6% |
| 3M | +20.8% | -11.6% | +32.4% | +23.2% |
| 6M | +53.3% | -16.8% | +70.1% | +57.9% |
| YTD | +73.2% | +45.9% | +27.3% | +59.5% |
| 1Y | +80.3% | +61.5% | +18.8% | +62.4% |
| 3Y | +318.3% | +23.0% | +295.4% | +285.7% |
| 5Y | +179.9% | -35.8% | +215.7% | +185.4% |
| All | +67.0% | +49.4% | +17.5% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling