+75.3%
FROG vs DOV
+97.3%
-22.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +12.5% | +3.0% | +9.5% | +11.2% |
| 30D | +23.5% | +8.6% | +14.9% | +19.8% |
| 3M | +19.4% | +1.9% | +17.5% | +18.6% |
| 6M | +77.0% | -1.7% | +78.7% | +76.5% |
| YTD | +81.9% | +8.3% | +73.5% | +70.4% |
| 1Y | +90.7% | +16.6% | +74.1% | +71.9% |
| 3Y | +328.5% | +65.1% | +263.4% | +223.3% |
| 5Y | +207.0% | +29.2% | +177.9% | +138.8% |
| All | +75.3% | +97.3% | -22.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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