+85.4%
FROG vs DKS
-29.5%
+114.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.1% | -2.0% |
| 7D | -14.1% | +8.4% | -22.5% | -13.7% |
| 30D | -11.8% | +7.7% | -19.4% | -11.5% |
| 3M | +0.1% | -25.8% | +25.9% | +0.2% |
| 6M | +64.2% | -31.0% | +95.2% | +63.7% |
| YTD | +38.2% | -23.8% | +62.0% | +35.9% |
| 1Y | +85.4% | -29.8% | +115.2% | +88.6% |
| All | +85.4% | -29.5% | +114.9% | +88.6% |
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