+85.4%
FROG vs DTE
+5.6%
+79.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -0.8% |
| 7D | -14.1% | +4.2% | -18.3% | -11.7% |
| 30D | -11.8% | +10.0% | -21.8% | -6.4% |
| 3M | +0.1% | -2.1% | +2.2% | +0.3% |
| 6M | +64.2% | -4.7% | +68.9% | +65.4% |
| YTD | +38.2% | +9.3% | +28.9% | +26.7% |
| 1Y | +85.4% | +6.6% | +78.8% | +80.6% |
| All | +85.4% | +5.6% | +79.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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