+70.7%
FROG vs DD
+131.0%
-60.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +48.2% | +6.7% | +41.5% | +45.0% |
| 30D | +11.4% | +19.4% | -8.0% | +5.1% |
| 3M | +28.5% | +7.6% | +20.9% | +25.5% |
| 6M | +63.7% | +2.9% | +60.8% | +61.6% |
| YTD | +77.1% | +29.9% | +47.2% | +59.9% |
| 1Y | +79.3% | +28.6% | +50.7% | +62.5% |
| 3Y | +323.8% | +90.0% | +233.8% | +228.4% |
| 5Y | +198.9% | +68.1% | +130.8% | +127.1% |
| All | +70.7% | +131.0% | -60.3% | +23.4% |
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