+222.4%
FROG vs DTE
+48.5%
+173.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -5.5% | +0.9% | -6.4% | -5.5% |
| 30D | -3.1% | -1.9% | -1.3% | -3.0% |
| 3M | +1.2% | -3.3% | +4.6% | +1.3% |
| 6M | +113.7% | -7.1% | +120.8% | +114.7% |
| YTD | +38.9% | +8.1% | +30.7% | +34.3% |
| 1Y | +72.0% | +5.3% | +66.7% | +67.7% |
| All | +222.4% | +48.5% | +173.9% | +160.7% |
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