+34.8%
FROG vs NYT
+67.2%
-32.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -4.8% | -1.6% | -3.2% | -4.3% |
| 30D | -0.9% | +2.8% | -3.7% | -2.0% |
| 3M | +7.5% | -9.2% | +16.7% | +10.1% |
| 6M | +107.0% | -17.1% | +124.1% | +118.5% |
| YTD | +39.8% | -3.2% | +43.0% | +38.0% |
| 1Y | +74.8% | +15.7% | +59.1% | +60.6% |
| 3Y | +219.3% | +55.7% | +163.5% | +154.8% |
| 5Y | +133.0% | +39.4% | +93.6% | +82.5% |
| All | +34.8% | +67.2% | -32.5% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling