+59.8%
FROG vs DD
+134.2%
-74.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.7% |
| 7D | +17.0% | +2.2% | +14.8% | +16.4% |
| 30D | +1.3% | +20.7% | -19.4% | -4.8% |
| 3M | +17.5% | +11.3% | +6.2% | +13.4% |
| 6M | +46.8% | +6.0% | +40.8% | +43.4% |
| YTD | +65.8% | +31.7% | +34.1% | +49.0% |
| 1Y | +61.0% | +32.2% | +28.8% | +44.4% |
| 3Y | +296.7% | +92.7% | +204.1% | +206.0% |
| 5Y | +177.8% | +72.1% | +105.7% | +110.1% |
| All | +59.8% | +134.2% | -74.4% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling