+222.4%
FROG vs DOV
+41.1%
+181.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -5.5% | +2.5% | -8.0% | -6.5% |
| 30D | -3.1% | -7.5% | +4.4% | -0.1% |
| 3M | +1.2% | -9.7% | +10.9% | +4.4% |
| 6M | +113.7% | -6.1% | +119.8% | +113.4% |
| YTD | +38.9% | +0.5% | +38.4% | +31.6% |
| 1Y | +72.0% | +10.5% | +61.5% | +52.8% |
| All | +222.4% | +41.1% | +181.3% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling