+125.3%
FROG vs DRI
+72.9%
+52.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -11.3% | +0.6% | -11.9% | -11.5% |
| 30D | +3.6% | +3.8% | -0.2% | +1.9% |
| 3M | +1.7% | +13.0% | -11.3% | -3.8% |
| 6M | +123.5% | +8.3% | +115.2% | +114.0% |
| YTD | +40.2% | +20.6% | +19.6% | +26.2% |
| 1Y | +81.0% | +6.5% | +74.5% | +71.8% |
| 3Y | +194.8% | +53.7% | +141.0% | +122.6% |
| All | +125.3% | +72.9% | +52.4% | +48.5% |
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