+81.0%
FROG vs FDS
-17.4%
+98.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.7% |
| 7D | -11.3% | -1.9% | -9.4% | -10.4% |
| 30D | +3.6% | +9.0% | -5.4% | -0.1% |
| 3M | +1.7% | +18.9% | -17.2% | -7.6% |
| 6M | +123.5% | +35.1% | +88.4% | +89.5% |
| YTD | +40.2% | +5.5% | +34.8% | +25.3% |
| 1Y | +81.0% | -16.8% | +97.8% | +48.4% |
| All | +81.0% | -17.4% | +98.4% | +48.4% |
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