+85.4%
FROG vs FDS
+31.1%
+54.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.7% |
| 7D | -14.1% | +9.4% | -23.5% | -18.0% |
| 30D | -11.8% | +23.8% | -35.6% | -21.2% |
| 3M | +0.1% | +25.1% | -25.0% | -11.2% |
| 6M | +64.2% | +53.8% | +10.4% | +25.7% |
| YTD | +38.2% | +19.6% | +18.7% | +17.0% |
| 1Y | +85.4% | +31.6% | +53.7% | +39.1% |
| All | +85.4% | +31.1% | +54.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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