+201.1%
FROG vs DAR
+6.3%
+194.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.2% |
| 7D | -11.3% | +1.4% | -12.6% | -11.5% |
| 30D | +3.6% | +12.8% | -9.1% | +1.3% |
| 3M | +1.7% | +7.4% | -5.7% | +0.1% |
| 6M | +123.5% | +22.3% | +101.3% | +115.6% |
| YTD | +40.2% | +81.1% | -40.8% | +27.0% |
| 1Y | +81.0% | +106.5% | -25.5% | +59.4% |
| All | +201.1% | +6.3% | +194.8% | +176.7% |
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