+67.0%
FROG vs DRI
+198.2%
-131.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.8% |
| 7D | +27.1% | +3.1% | +24.0% | +26.2% |
| 30D | +5.8% | +16.2% | -10.4% | +2.1% |
| 3M | +20.8% | +8.4% | +12.5% | +18.0% |
| 6M | +53.3% | +19.0% | +34.3% | +45.5% |
| YTD | +73.2% | +28.8% | +44.4% | +58.6% |
| 1Y | +80.3% | +33.1% | +47.2% | +63.0% |
| 3Y | +318.3% | +70.8% | +247.6% | +241.9% |
| 5Y | +179.9% | +74.2% | +105.7% | +116.3% |
| All | +67.0% | +198.2% | -131.2% | +32.0% |
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