+208.6%
FROG vs DD
+46.1%
+162.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -11.3% | -3.5% | -7.8% | -10.0% |
| 30D | +3.6% | -10.3% | +14.0% | +8.1% |
| 3M | +1.7% | -7.5% | +9.2% | +4.6% |
| 6M | +123.5% | -8.0% | +131.5% | +129.0% |
| YTD | +40.2% | +10.5% | +29.8% | +32.3% |
| 1Y | +81.0% | +38.3% | +42.7% | +54.5% |
| All | +208.6% | +46.1% | +162.4% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling