+69.0%
FROG vs DBX
+62.3%
+6.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.4% | +4.2% |
| 7D | +26.8% | -8.1% | +35.0% | +32.9% |
| 30D | +10.6% | -4.9% | +15.5% | +13.3% |
| 3M | +27.2% | -2.7% | +29.9% | +28.2% |
| 6M | +58.7% | +25.2% | +33.5% | +33.9% |
| YTD | +75.3% | +19.3% | +56.0% | +52.4% |
| 1Y | +71.1% | +6.6% | +64.5% | +59.4% |
| 3Y | +319.6% | +24.6% | +295.0% | +236.7% |
| 5Y | +195.7% | +23.5% | +172.2% | +128.1% |
| All | +69.0% | +62.3% | +6.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling