+87.7%
FROG vs DAR
-19.7%
+107.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.0% | +36.3% | +35.4% |
| 7D | +7.0% | -9.9% | +16.9% | +7.6% |
| 30D | +2.9% | -16.4% | +19.3% | +3.0% |
| 3M | +21.6% | -17.1% | +38.7% | +22.2% |
| 6M | +87.7% | -20.5% | +108.1% | +106.0% |
| All | +87.7% | -19.7% | +107.4% | +106.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling