+217.1%
FROG vs DKS
+28.7%
+188.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | 0.0% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | -3.1% | -36.6% | +33.5% | +5.0% |
| 3M | +1.2% | -37.6% | +38.9% | +9.7% |
| 6M | +113.7% | -32.1% | +145.7% | +124.8% |
| YTD | +38.9% | -32.3% | +71.2% | +45.0% |
| 1Y | +72.0% | -39.5% | +111.5% | +85.0% |
| 3Y | +217.1% | +27.7% | +189.4% | +110.4% |
| All | +217.1% | +28.7% | +188.4% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling