+33.9%
FROG vs DGX
+131.8%
-97.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -3.1% | -1.2% | -1.9% | -2.9% |
| 3M | +1.2% | +19.9% | -18.7% | -1.4% |
| 6M | +113.7% | +19.2% | +94.5% | +108.1% |
| YTD | +38.9% | +37.5% | +1.4% | +31.4% |
| 1Y | +72.0% | +31.3% | +40.7% | +64.1% |
| 3Y | +217.1% | +96.6% | +120.5% | +175.8% |
| 5Y | +130.6% | +64.3% | +66.3% | +101.4% |
| All | +33.9% | +131.8% | -97.9% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling