+296.7%
FROG vs DKS
+43.3%
+253.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -4.5% |
| 7D | +17.0% | +9.4% | +7.6% | +15.5% |
| 30D | +1.3% | +9.8% | -8.5% | -0.4% |
| 3M | +17.5% | -29.3% | +46.7% | +23.8% |
| 6M | +46.8% | -32.6% | +79.3% | +55.4% |
| YTD | +65.8% | -22.6% | +88.4% | +68.0% |
| 1Y | +61.0% | -29.8% | +90.8% | +67.5% |
| 3Y | +296.7% | +43.2% | +253.5% | +215.3% |
| All | +296.7% | +43.3% | +253.4% | +215.3% |
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 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