+317.2%
FROG vs DAR
+32.2%
+285.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +48.2% | +9.2% | +39.0% | +46.0% |
| 30D | +11.4% | -12.3% | +23.7% | +13.6% |
| 3M | +28.5% | -12.7% | +41.3% | +30.9% |
| 6M | +63.7% | -12.8% | +76.5% | +66.4% |
| YTD | +77.1% | +53.8% | +23.3% | +64.2% |
| 1Y | +79.3% | +60.3% | +19.1% | +64.8% |
| All | +317.2% | +32.2% | +285.0% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling