+34.6%
FROG vs QSR
+62.1%
-27.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.5% | -4.0% | +3.5% | +0.9% |
| 30D | +1.3% | +2.8% | -1.4% | +0.2% |
| 3M | +11.1% | +5.1% | +6.0% | +8.6% |
| 6M | +108.3% | +8.8% | +99.5% | +100.3% |
| YTD | +39.6% | +14.8% | +24.7% | +31.0% |
| 1Y | +74.7% | +25.7% | +49.0% | +57.7% |
| 3Y | +224.1% | +27.5% | +196.6% | +184.2% |
| 5Y | +138.4% | +41.3% | +97.1% | +83.9% |
| All | +34.6% | +62.1% | -27.6% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling