+133.0%
FROG vs DKS
+15.5%
+117.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | -4.8% | -2.9% | -1.9% | -4.1% |
| 30D | -0.9% | -37.7% | +36.8% | +10.6% |
| 3M | +7.5% | -38.9% | +46.4% | +20.1% |
| 6M | +107.0% | -31.1% | +138.1% | +121.3% |
| YTD | +39.8% | -31.8% | +71.6% | +48.5% |
| 1Y | +74.8% | -38.0% | +112.9% | +90.8% |
| 3Y | +219.3% | +28.6% | +190.7% | +154.6% |
| 5Y | +133.0% | +12.5% | +120.4% | +68.3% |
| All | +133.0% | +15.5% | +117.5% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling