+35.2%
FROG vs DRI
+179.2%
-144.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -11.3% | +0.6% | -11.9% | -11.4% |
| 30D | +3.6% | +3.8% | -0.2% | +2.4% |
| 3M | +1.7% | +13.0% | -11.3% | -2.2% |
| 6M | +123.5% | +8.3% | +115.2% | +117.0% |
| YTD | +40.2% | +20.6% | +19.6% | +30.6% |
| 1Y | +81.0% | +6.5% | +74.5% | +74.7% |
| 3Y | +194.8% | +53.7% | +141.0% | +148.4% |
| 5Y | +131.8% | +72.7% | +59.1% | +82.0% |
| All | +35.2% | +179.2% | -144.0% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling