+35.2%
FROG vs DAR
+85.5%
-50.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.2% |
| 7D | -11.3% | +1.4% | -12.6% | -11.6% |
| 30D | +3.6% | +12.8% | -9.1% | +0.9% |
| 3M | +1.7% | +7.4% | -5.7% | -0.2% |
| 6M | +123.5% | +22.3% | +101.3% | +113.9% |
| YTD | +40.2% | +81.1% | -40.8% | +24.1% |
| 1Y | +81.0% | +106.5% | -25.5% | +55.1% |
| 3Y | +194.8% | +5.3% | +189.5% | +182.6% |
| 5Y | +131.8% | -11.5% | +143.4% | +125.6% |
| All | +35.2% | +85.5% | -50.3% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling