+21.6%
FROG vs INIO
-47.1%
+68.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +3.3% | +32.0% | +34.6% |
| 7D | +7.0% | -15.5% | +22.5% | +9.4% |
| 30D | +2.9% | -32.3% | +35.2% | +6.2% |
| 3M | +21.6% | -47.0% | +68.6% | +36.5% |
| All | +21.6% | -47.1% | +68.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 3mo: compounded portfolio wealth divided by compounded INIO 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…
3mo analysis · Full analysis span regression · Available span rolling