+87.7%
FROG vs M
+19.3%
+68.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.6% | +39.9% | +34.6% |
| 7D | +7.0% | -4.3% | +11.3% | +7.1% |
| 30D | +2.9% | +1.3% | +1.6% | +3.4% |
| 3M | +21.6% | -7.4% | +29.0% | +22.5% |
| 6M | +87.7% | +18.3% | +69.3% | +88.7% |
| All | +87.7% | +19.3% | +68.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling