+33.9%
FROG vs MKTX
-62.6%
+96.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.1% | +1.0% | -4.1% | -3.4% |
| 3M | +1.2% | +41.3% | -40.0% | -10.3% |
| 6M | +113.7% | -11.3% | +125.0% | +120.1% |
| YTD | +38.9% | -8.6% | +47.4% | +41.3% |
| 1Y | +72.0% | -11.1% | +83.0% | +76.1% |
| 3Y | +217.1% | -24.5% | +241.6% | +225.3% |
| 5Y | +130.6% | -61.4% | +192.0% | +199.0% |
| All | +33.9% | -62.6% | +96.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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