+34.6%
FROG vs NYT
+67.9%
-33.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +1.3% | +4.6% | -3.3% | -0.4% |
| 3M | +11.1% | -9.6% | +20.7% | +14.0% |
| 6M | +108.3% | -14.0% | +122.3% | +116.7% |
| YTD | +39.6% | -2.8% | +42.4% | +37.6% |
| 1Y | +74.7% | +15.6% | +59.2% | +60.7% |
| 3Y | +224.1% | +56.3% | +167.8% | +158.3% |
| 5Y | +138.4% | +39.5% | +98.9% | +86.6% |
| All | +34.6% | +67.9% | -33.4% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling