+34.8%
FROG vs DD
+91.0%
-56.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.6% |
| 7D | -4.8% | -3.8% | -1.0% | -3.6% |
| 30D | -0.9% | -9.2% | +8.3% | +2.4% |
| 3M | +7.5% | -9.0% | +16.5% | +10.8% |
| 6M | +107.0% | -5.0% | +112.0% | +109.4% |
| YTD | +39.8% | +7.4% | +32.4% | +34.7% |
| 1Y | +74.8% | +35.1% | +39.7% | +54.8% |
| 3Y | +219.3% | +43.2% | +176.1% | +171.3% |
| 5Y | +133.0% | +59.6% | +73.3% | +90.1% |
| All | +34.8% | +91.0% | -56.2% | +3.9% |
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