+81.0%
FROG vs DKS
-32.3%
+113.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -11.3% | +3.0% | -14.3% | -11.4% |
| 30D | +3.6% | -30.5% | +34.2% | +4.4% |
| 3M | +1.7% | -35.7% | +37.4% | +2.4% |
| 6M | +123.5% | -29.7% | +153.2% | +123.8% |
| YTD | +40.2% | -28.9% | +69.1% | +38.4% |
| 1Y | +81.0% | -35.9% | +116.9% | +84.8% |
| All | +81.0% | -32.3% | +113.3% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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