+36.8%
FROG vs DTE
+62.2%
-25.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -2.2% | -2.0% | -0.2% | -2.1% |
| 30D | +3.0% | -2.4% | +5.4% | +3.1% |
| 3M | +10.3% | -7.3% | +17.6% | +10.8% |
| 6M | +116.7% | -7.6% | +124.3% | +117.4% |
| YTD | +41.9% | +5.8% | +36.1% | +39.5% |
| 1Y | +78.5% | +2.3% | +76.2% | +76.4% |
| 3Y | +224.1% | +45.0% | +179.1% | +203.9% |
| 5Y | +142.4% | +33.2% | +109.2% | +128.1% |
| All | +36.8% | +62.2% | -25.4% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling