+318.3%
FROG vs DOV
+67.7%
+250.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.7% | +5.5% |
| 7D | +27.1% | -1.4% | +28.5% | +27.9% |
| 30D | +5.8% | +12.8% | -7.0% | +1.7% |
| 3M | +20.8% | +1.1% | +19.7% | +20.5% |
| 6M | +53.3% | -2.6% | +56.0% | +53.7% |
| YTD | +73.2% | +9.9% | +63.3% | +59.8% |
| 1Y | +80.3% | +19.3% | +61.0% | +58.3% |
| 3Y | +318.3% | +68.4% | +250.0% | +187.0% |
| All | +318.3% | +67.7% | +250.6% | +187.0% |
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