+85.4%
FROG vs FWONK
+0.2%
+85.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -6.0% | -3.0% |
| 7D | -14.1% | +8.9% | -22.9% | -15.4% |
| 30D | -11.8% | +4.1% | -15.9% | -12.2% |
| 3M | +0.1% | +2.6% | -2.5% | 0.0% |
| 6M | +64.2% | +12.2% | +52.0% | +60.4% |
| YTD | +38.2% | +0.4% | +37.8% | +25.9% |
| 1Y | +85.4% | -1.8% | +87.2% | +65.1% |
| All | +85.4% | +0.2% | +85.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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