+74.8%
FROG vs DKS
-40.1%
+114.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -4.8% | -2.9% | -1.9% | -4.7% |
| 30D | -0.9% | -37.7% | +36.8% | -0.1% |
| 3M | +7.5% | -38.9% | +46.4% | +8.4% |
| 6M | +107.0% | -31.1% | +138.1% | +107.4% |
| YTD | +39.8% | -31.8% | +71.6% | +38.2% |
| 1Y | +74.8% | -38.0% | +112.9% | +78.3% |
| All | +74.8% | -40.1% | +114.9% | +78.3% |
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