+137.5%
FROG vs DGX
+66.8%
+70.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +1.3% | -1.2% | +2.5% | +1.5% |
| 3M | +11.1% | +15.8% | -4.7% | +8.5% |
| 6M | +108.3% | +18.2% | +90.1% | +102.6% |
| YTD | +39.6% | +37.2% | +2.4% | +31.1% |
| 1Y | +74.7% | +30.4% | +44.4% | +65.9% |
| 3Y | +224.1% | +96.7% | +127.4% | +173.5% |
| All | +137.5% | +66.8% | +70.8% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling