+33.9%
FROG vs QSR
+64.9%
-31.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -3.1% | +5.9% | -9.0% | -5.2% |
| 3M | +1.2% | +10.5% | -9.2% | -2.8% |
| 6M | +113.7% | +7.7% | +106.0% | +106.4% |
| YTD | +38.9% | +16.8% | +22.1% | +29.6% |
| 1Y | +72.0% | +30.9% | +41.1% | +52.9% |
| 3Y | +217.1% | +28.2% | +188.9% | +178.1% |
| 5Y | +130.6% | +45.0% | +85.6% | +77.1% |
| All | +33.9% | +64.9% | -31.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QSR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling