+70.7%
FROG vs DVA
+91.3%
-20.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +1.1% |
| 7D | +48.2% | -10.7% | +58.9% | +48.6% |
| 30D | +11.4% | -4.4% | +15.8% | +11.4% |
| 3M | +28.5% | -4.1% | +32.6% | +28.5% |
| 6M | +63.7% | -13.2% | +76.9% | +64.2% |
| YTD | +77.1% | +53.2% | +23.9% | +71.0% |
| 1Y | +79.3% | +40.8% | +38.5% | +74.7% |
| 3Y | +323.8% | +109.7% | +214.0% | +290.8% |
| 5Y | +198.9% | +64.5% | +134.4% | +175.8% |
| All | +70.7% | +91.3% | -20.6% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling