+133.0%
FROG vs DVA
+41.6%
+91.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | -4.8% | +2.0% | -6.8% | -4.9% |
| 30D | -0.9% | -0.4% | -0.6% | -0.9% |
| 3M | +7.5% | -7.7% | +15.1% | +7.9% |
| 6M | +107.0% | +20.0% | +87.1% | +103.5% |
| YTD | +39.8% | +61.1% | -21.3% | +32.4% |
| 1Y | +74.8% | +33.9% | +40.9% | +69.9% |
| 3Y | +219.3% | +91.5% | +127.7% | +185.7% |
| 5Y | +133.0% | +41.8% | +91.2% | +119.0% |
| All | +133.0% | +41.6% | +91.3% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling