+78.5%
FROG vs DVA
+33.5%
+45.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +3.0% | +1.7% | +1.3% | +3.3% |
| 3M | +10.3% | -8.7% | +19.0% | +10.1% |
| 6M | +116.7% | +19.7% | +97.0% | +128.8% |
| YTD | +41.9% | +59.6% | -17.7% | +59.6% |
| 1Y | +78.5% | +37.1% | +41.4% | +110.7% |
| All | +78.5% | +33.5% | +45.0% | +110.7% |
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