+137.5%
FROG vs NYT
+38.8%
+98.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +11.1% | -9.6% | +20.7% | +14.2% |
| 6M | +108.3% | -14.0% | +122.3% | +117.2% |
| YTD | +39.6% | -2.8% | +42.4% | +37.2% |
| 1Y | +74.7% | +15.6% | +59.2% | +58.9% |
| 3Y | +224.1% | +56.3% | +167.8% | +150.0% |
| All | +137.5% | +38.8% | +98.8% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling