+143.6%
FROG vs DOC
-22.8%
+166.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.4% |
| 7D | -14.1% | +8.7% | -22.8% | -16.4% |
| 30D | -11.8% | +7.6% | -19.4% | -14.1% |
| 3M | +0.1% | -5.3% | +5.4% | +1.6% |
| 6M | +64.2% | +27.6% | +36.6% | +47.7% |
| YTD | +38.2% | +32.4% | +5.8% | +21.2% |
| 1Y | +85.4% | +22.9% | +62.5% | +67.9% |
| 3Y | +221.8% | +43.1% | +178.7% | +157.3% |
| 5Y | +143.6% | -21.4% | +164.9% | +149.4% |
| All | +143.6% | -22.8% | +166.4% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling