+217.1%
FROG vs DVA
+88.7%
+128.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.1% |
| 7D | -5.5% | +2.2% | -7.7% | -5.4% |
| 30D | -3.1% | -2.0% | -1.1% | -3.2% |
| 3M | +1.2% | -6.3% | +7.5% | +1.3% |
| 6M | +113.7% | +19.4% | +94.2% | +116.1% |
| YTD | +38.9% | +58.5% | -19.6% | +40.4% |
| 1Y | +72.0% | +33.9% | +38.1% | +75.9% |
| 3Y | +217.1% | +88.4% | +128.7% | +213.1% |
| All | +217.1% | +88.7% | +128.4% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling