+267.7%
FROG vs DAR
+11.9%
+255.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.0% | +36.3% | +35.5% |
| 7D | +7.0% | -9.9% | +16.9% | +8.9% |
| 30D | +2.9% | -16.4% | +19.3% | +5.7% |
| 3M | +21.6% | -17.1% | +38.7% | +24.8% |
| 6M | +87.7% | -20.5% | +108.1% | +93.7% |
| YTD | +61.7% | +39.4% | +22.3% | +52.4% |
| 1Y | +113.7% | +57.2% | +56.4% | +96.8% |
| 3Y | +267.7% | +13.9% | +253.9% | +256.4% |
| All | +267.7% | +11.9% | +255.9% | +256.4% |
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 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