+81.0%
FROG vs NYT
+15.2%
+65.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.3% | -1.3% | -10.0% | -11.1% |
| 30D | +3.6% | +2.7% | +0.9% | +3.2% |
| 3M | +1.7% | -10.3% | +12.0% | +2.7% |
| 6M | +123.5% | -16.6% | +140.1% | +130.8% |
| YTD | +40.2% | -2.3% | +42.5% | +31.9% |
| 1Y | +81.0% | +15.0% | +66.0% | +39.3% |
| All | +81.0% | +15.2% | +65.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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