+85.4%
FROG vs DVA
+62.2%
+23.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.2% | -1.5% |
| 7D | -14.1% | +4.7% | -18.8% | -13.4% |
| 30D | -11.8% | +7.8% | -19.6% | -10.6% |
| 3M | +0.1% | -15.5% | +15.6% | -2.2% |
| 6M | +64.2% | +25.0% | +39.2% | +76.8% |
| YTD | +38.2% | +69.6% | -31.3% | +64.2% |
| 1Y | +85.4% | +60.6% | +24.8% | +128.0% |
| All | +85.4% | +62.2% | +23.2% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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