+78.5%
FROG vs DTE
+2.7%
+75.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +0.9% |
| 7D | -2.2% | -2.0% | -0.2% | -3.0% |
| 30D | +3.0% | -2.4% | +5.4% | +1.9% |
| 3M | +10.3% | -7.3% | +17.6% | +7.3% |
| 6M | +116.7% | -7.6% | +124.3% | +112.2% |
| YTD | +41.9% | +5.8% | +36.1% | +30.7% |
| 1Y | +78.5% | +2.3% | +76.2% | +67.3% |
| All | +78.5% | +2.7% | +75.8% | +67.3% |
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