+70.7%
FROG vs DRI
+195.8%
-125.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +48.2% | -0.3% | +48.6% | +48.3% |
| 30D | +11.4% | +10.8% | +0.6% | +8.7% |
| 3M | +28.5% | +0.9% | +27.6% | +27.8% |
| 6M | +63.7% | +16.3% | +47.4% | +56.3% |
| YTD | +77.1% | +27.8% | +49.3% | +62.4% |
| 1Y | +79.3% | +33.9% | +45.5% | +61.9% |
| 3Y | +323.8% | +67.2% | +256.6% | +248.6% |
| 5Y | +198.9% | +79.0% | +119.9% | +131.0% |
| All | +70.7% | +195.8% | -125.1% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling