+70.7%
FROG vs DKS
+201.0%
-130.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | +48.2% | +3.3% | +45.0% | +47.1% |
| 30D | +11.4% | +5.9% | +5.5% | +9.6% |
| 3M | +28.5% | -27.4% | +56.0% | +36.2% |
| 6M | +63.7% | -32.6% | +96.3% | +75.5% |
| YTD | +77.1% | -24.8% | +101.9% | +82.0% |
| 1Y | +79.3% | -32.8% | +112.2% | +90.3% |
| 3Y | +323.8% | +39.1% | +284.7% | +243.8% |
| 5Y | +198.9% | +25.0% | +173.9% | +126.1% |
| All | +70.7% | +201.0% | -130.3% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling