+85.4%
FROG vs DRI
+34.0%
+51.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -0.1% |
| 7D | -14.1% | +6.5% | -20.6% | -11.4% |
| 30D | -11.8% | +16.4% | -28.2% | -5.5% |
| 3M | +0.1% | +13.6% | -13.5% | +6.7% |
| 6M | +64.2% | +22.0% | +42.2% | +80.2% |
| YTD | +38.2% | +29.3% | +8.9% | +55.6% |
| 1Y | +85.4% | +32.0% | +53.4% | +111.2% |
| All | +85.4% | +34.0% | +51.4% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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