+85.4%
FROG vs DD
+49.3%
+36.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.9% |
| 7D | -14.1% | +8.7% | -22.8% | -16.1% |
| 30D | -11.8% | +15.3% | -27.1% | -15.3% |
| 3M | +0.1% | +5.9% | -5.8% | -1.5% |
| 6M | +64.2% | +11.6% | +52.6% | +58.2% |
| YTD | +38.2% | +26.5% | +11.7% | +22.4% |
| 1Y | +85.4% | +35.4% | +50.0% | +59.5% |
| All | +85.4% | +49.3% | +36.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling