+59.8%
FROG vs DAR
+46.7%
+13.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.9% |
| 7D | +17.0% | -3.8% | +20.8% | +18.0% |
| 30D | +1.3% | -14.4% | +15.7% | +4.3% |
| 3M | +17.5% | -17.9% | +35.4% | +21.7% |
| 6M | +46.8% | -18.3% | +65.1% | +51.7% |
| YTD | +65.8% | +43.2% | +22.5% | +53.3% |
| 1Y | +61.0% | +57.7% | +3.3% | +45.7% |
| 3Y | +296.7% | +22.7% | +274.0% | +265.8% |
| 5Y | +177.8% | -34.0% | +211.9% | +183.2% |
| All | +59.8% | +46.7% | +13.1% | +47.4% |
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