+133.0%
FROG vs DBX
+8.9%
+124.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -1.0% |
| 7D | -4.8% | +0.3% | -5.1% | -5.1% |
| 30D | -0.9% | 0.0% | -0.9% | -0.8% |
| 3M | +7.5% | +26.1% | -18.6% | -9.9% |
| 6M | +107.0% | +29.4% | +77.7% | +70.8% |
| YTD | +39.8% | +24.4% | +15.4% | +17.9% |
| 1Y | +74.8% | +10.9% | +63.9% | +59.5% |
| 3Y | +219.3% | +24.1% | +195.2% | +152.9% |
| 5Y | +133.0% | +7.8% | +125.2% | +67.5% |
| All | +133.0% | +8.9% | +124.1% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling