+167.4%
FROG vs DAR
-41.1%
+208.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.0% | +36.3% | +35.6% |
| 7D | +7.0% | -9.9% | +16.9% | +9.6% |
| 30D | +2.9% | -16.4% | +19.3% | +6.9% |
| 3M | +21.6% | -17.1% | +38.7% | +26.1% |
| 6M | +87.7% | -20.5% | +108.1% | +96.1% |
| YTD | +61.7% | +39.4% | +22.3% | +48.0% |
| 1Y | +113.7% | +57.2% | +56.4% | +89.7% |
| 3Y | +267.7% | +13.9% | +253.9% | +240.3% |
| All | +167.4% | -41.1% | +208.4% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling