+125.3%
FROG vs DD
+61.3%
+64.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -11.3% | -3.5% | -7.8% | -9.9% |
| 30D | +3.6% | -10.3% | +14.0% | +8.6% |
| 3M | +1.7% | -7.5% | +9.2% | +4.9% |
| 6M | +123.5% | -8.0% | +131.5% | +129.6% |
| YTD | +40.2% | +10.5% | +29.8% | +31.8% |
| 1Y | +81.0% | +38.3% | +42.7% | +52.7% |
| 3Y | +194.8% | +42.5% | +152.3% | +138.1% |
| All | +125.3% | +61.3% | +64.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling