+167.4%
FROG vs DRI
+74.0%
+93.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.0% | +36.3% | +35.6% |
| 7D | +7.0% | +2.8% | +4.2% | +6.0% |
| 30D | +2.9% | +13.3% | -10.4% | -1.3% |
| 3M | +21.6% | +8.2% | +13.4% | +17.7% |
| 6M | +87.7% | +17.5% | +70.1% | +75.1% |
| YTD | +61.7% | +26.9% | +34.8% | +43.1% |
| 1Y | +113.7% | +31.6% | +82.1% | +85.4% |
| 3Y | +267.7% | +67.0% | +200.8% | +168.3% |
| All | +167.4% | +74.0% | +93.3% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling