+81.0%
FROG vs DGX
+33.7%
+47.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -11.3% | -2.3% | -9.0% | -11.3% |
| 30D | +3.6% | +0.6% | +3.1% | +3.7% |
| 3M | +1.7% | +21.4% | -19.7% | +2.2% |
| 6M | +123.5% | +14.7% | +108.8% | +127.7% |
| YTD | +40.2% | +38.4% | +1.8% | +34.0% |
| 1Y | +81.0% | +34.0% | +47.0% | +73.0% |
| All | +81.0% | +33.7% | +47.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling