+34.8%
FROG vs FWONK
+168.0%
-133.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | -0.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | -0.9% | -5.8% | +4.8% | +2.0% |
| 3M | +7.5% | +10.0% | -2.6% | +2.0% |
| 6M | +107.0% | +14.7% | +92.4% | +92.3% |
| YTD | +39.8% | -1.7% | +41.5% | +39.6% |
| 1Y | +74.8% | -4.6% | +79.4% | +76.2% |
| 3Y | +219.3% | +46.7% | +172.6% | +151.8% |
| 5Y | +133.0% | +99.4% | +33.6% | +60.0% |
| All | +34.8% | +168.0% | -133.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling