+55.9%
FROG vs DD
+118.7%
-62.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.1% | +34.2% | +34.9% |
| 7D | +7.0% | +4.6% | +2.4% | +5.6% |
| 30D | +2.9% | +11.8% | -8.9% | -0.7% |
| 3M | +21.6% | +2.2% | +19.4% | +20.9% |
| 6M | +87.7% | -1.6% | +89.3% | +88.3% |
| YTD | +61.7% | +23.0% | +38.7% | +48.9% |
| 1Y | +113.7% | +26.9% | +86.7% | +94.8% |
| 3Y | +267.7% | +77.9% | +189.9% | +191.7% |
| 5Y | +158.8% | +59.9% | +98.9% | +100.5% |
| All | +55.9% | +118.7% | -62.9% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling