+133.0%
FROG vs QSR
+43.4%
+89.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | -0.9% | +5.7% | -6.6% | -3.6% |
| 3M | +7.5% | +6.9% | +0.5% | +3.5% |
| 6M | +107.0% | +6.9% | +100.1% | +98.5% |
| YTD | +39.8% | +14.9% | +24.9% | +28.7% |
| 1Y | +74.8% | +29.1% | +45.7% | +50.6% |
| 3Y | +219.3% | +26.1% | +193.1% | +165.6% |
| 5Y | +133.0% | +42.3% | +90.7% | +62.9% |
| All | +133.0% | +43.4% | +89.5% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling