+35.2%
FROG vs DTE
+64.3%
-29.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | -11.3% | +0.2% | -11.4% | -11.3% |
| 30D | +3.6% | -2.6% | +6.2% | +3.8% |
| 3M | +1.7% | -3.9% | +5.6% | +1.8% |
| 6M | +123.5% | -7.9% | +131.4% | +124.6% |
| YTD | +40.2% | +7.2% | +33.1% | +37.7% |
| 1Y | +81.0% | +3.1% | +77.9% | +78.9% |
| 3Y | +194.8% | +47.6% | +147.2% | +176.1% |
| 5Y | +131.8% | +32.7% | +99.1% | +117.9% |
| All | +35.2% | +64.3% | -29.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling