+79.3%
FROG vs DKS
-32.6%
+111.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +0.9% |
| 7D | +48.2% | +3.3% | +45.0% | +48.3% |
| 30D | +11.4% | +5.9% | +5.5% | +11.7% |
| 3M | +28.5% | -27.4% | +56.0% | +27.8% |
| 6M | +63.7% | -32.6% | +96.3% | +61.8% |
| YTD | +77.1% | -24.8% | +101.9% | +74.1% |
| 1Y | +79.3% | -32.8% | +112.2% | +81.9% |
| All | +79.3% | -32.6% | +111.9% | +81.9% |
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