+79.3%
FROG vs DVA
+42.7%
+36.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | 0.0% |
| 7D | +48.2% | -10.7% | +58.9% | +45.1% |
| 30D | +11.4% | -4.4% | +15.8% | +10.5% |
| 3M | +28.5% | -4.1% | +32.6% | +27.8% |
| 6M | +63.7% | -13.2% | +76.9% | +62.5% |
| YTD | +77.1% | +53.2% | +23.9% | +106.5% |
| 1Y | +79.3% | +40.8% | +38.5% | +114.7% |
| All | +79.3% | +42.7% | +36.6% | +114.7% |
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