+75.3%
FROG vs DKS
+209.4%
-134.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.1% |
| 7D | +12.5% | +6.3% | +6.2% | +10.9% |
| 30D | +23.5% | +9.3% | +14.2% | +20.6% |
| 3M | +19.4% | -25.3% | +44.7% | +25.6% |
| 6M | +77.0% | -29.2% | +106.2% | +87.3% |
| YTD | +81.9% | -22.7% | +104.6% | +85.8% |
| 1Y | +90.7% | -30.1% | +120.8% | +100.3% |
| 3Y | +328.5% | +45.6% | +282.9% | +243.5% |
| 5Y | +207.0% | +28.5% | +178.6% | +130.8% |
| All | +75.3% | +209.4% | -134.0% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling