+15.2%
FROG vs DOC
-3.6%
+18.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.3% | -13.5% |
| 7D | -24.5% | +6.2% | -30.7% | -25.8% |
| 30D | -24.3% | +6.5% | -30.7% | -25.7% |
| 3M | -11.7% | -6.2% | -5.5% | -10.3% |
| 6M | +37.1% | +25.6% | +11.6% | +25.9% |
| YTD | +19.5% | +32.1% | -12.6% | +6.9% |
| 1Y | +61.8% | +20.3% | +41.5% | +49.9% |
| 3Y | +178.1% | +42.7% | +135.4% | +133.8% |
| 5Y | +91.2% | -22.2% | +113.4% | +86.6% |
| All | +15.2% | -3.6% | +18.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling