+35.2%
FROG vs DOC
-2.1%
+37.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.8% |
| 7D | -11.3% | -1.5% | -9.8% | -10.9% |
| 30D | +3.6% | -4.8% | +8.4% | +5.1% |
| 3M | +1.7% | +6.9% | -5.2% | -0.7% |
| 6M | +123.5% | +20.7% | +102.8% | +108.4% |
| YTD | +40.2% | +34.1% | +6.1% | +25.3% |
| 1Y | +81.0% | +22.6% | +58.3% | +66.8% |
| 3Y | +194.8% | +20.8% | +173.9% | +162.4% |
| 5Y | +131.8% | -24.9% | +156.7% | +126.9% |
| All | +35.2% | -2.1% | +37.3% | +27.1% |
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