+317.2%
FROG vs DTE
+56.5%
+260.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +48.2% | +3.2% | +45.0% | +48.5% |
| 30D | +11.4% | +8.5% | +2.9% | +12.2% |
| 3M | +28.5% | +1.3% | +27.3% | +29.2% |
| 6M | +63.7% | -0.7% | +64.4% | +64.4% |
| YTD | +77.1% | +10.6% | +66.4% | +73.2% |
| 1Y | +79.3% | +2.6% | +76.7% | +78.6% |
| All | +317.2% | +56.5% | +260.7% | +262.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling