+71.1%
FROG vs DRI
+36.0%
+35.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.8% |
| 7D | +26.8% | -0.7% | +27.6% | +26.4% |
| 30D | +10.6% | +14.7% | -4.1% | +17.4% |
| 3M | +27.2% | +5.4% | +21.8% | +31.0% |
| 6M | +58.7% | +18.8% | +39.9% | +71.6% |
| YTD | +75.3% | +28.4% | +47.0% | +90.8% |
| 1Y | +71.1% | +37.7% | +33.4% | +86.7% |
| All | +71.1% | +36.0% | +35.1% | +86.7% |
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