+177.8%
FROG vs DKS
+26.9%
+150.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -4.7% |
| 7D | +17.0% | +9.4% | +7.6% | +14.5% |
| 30D | +1.3% | +9.8% | -8.5% | -1.4% |
| 3M | +17.5% | -29.3% | +46.7% | +26.2% |
| 6M | +46.8% | -32.6% | +79.3% | +58.5% |
| YTD | +65.8% | -22.6% | +88.4% | +69.4% |
| 1Y | +61.0% | -29.8% | +90.8% | +69.6% |
| 3Y | +296.7% | +43.2% | +253.5% | +204.1% |
| 5Y | +177.8% | +29.8% | +148.0% | +88.5% |
| All | +177.8% | +26.9% | +150.9% | +88.5% |
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