+71.1%
FROG vs DAR
+65.2%
+5.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.7% | +5.0% |
| 7D | +26.8% | +3.6% | +23.2% | +26.3% |
| 30D | +10.6% | -11.3% | +21.9% | +11.1% |
| 3M | +27.2% | -13.1% | +40.3% | +27.9% |
| 6M | +58.7% | -15.1% | +73.8% | +60.9% |
| YTD | +75.3% | +50.5% | +24.8% | +88.1% |
| 1Y | +71.1% | +57.9% | +13.2% | +84.4% |
| All | +71.1% | +65.2% | +5.8% | +84.4% |
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