+36.8%
FROG vs DKS
+172.6%
-135.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | -4.7% | +2.6% | -1.0% |
| 30D | +3.0% | -35.1% | +38.0% | +12.8% |
| 3M | +10.3% | -37.7% | +48.0% | +21.7% |
| 6M | +116.7% | -30.7% | +147.4% | +130.4% |
| YTD | +41.9% | -31.9% | +73.9% | +50.4% |
| 1Y | +78.5% | -40.0% | +118.5% | +95.7% |
| 3Y | +224.1% | +28.4% | +195.7% | +169.6% |
| 5Y | +142.4% | +12.4% | +130.0% | +89.2% |
| All | +36.8% | +172.6% | -135.7% | -10.6% |
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 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