+61.8%
FROG vs DOC
+21.7%
+40.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.3% | -13.6% |
| 7D | -24.5% | +6.2% | -30.7% | -23.8% |
| 30D | -24.3% | +6.5% | -30.7% | -23.5% |
| 3M | -11.7% | -6.2% | -5.5% | -11.8% |
| 6M | +37.1% | +25.6% | +11.6% | +39.5% |
| YTD | +19.5% | +32.1% | -12.6% | +16.8% |
| 1Y | +61.8% | +20.3% | +41.5% | +72.0% |
| All | +61.8% | +21.7% | +40.1% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling