+35.2%
FROG vs REPL
-37.0%
+72.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | -11.3% | -3.0% | -8.3% | -11.1% |
| 30D | +3.6% | +27.1% | -23.5% | +1.7% |
| 3M | +1.7% | +52.4% | -50.7% | -4.4% |
| 6M | +123.5% | +107.4% | +16.1% | +92.8% |
| YTD | +40.2% | +54.7% | -14.5% | +23.6% |
| 1Y | +81.0% | +158.9% | -77.9% | +46.6% |
| 3Y | +194.8% | -23.7% | +218.5% | +125.4% |
| 5Y | +131.8% | -54.3% | +186.1% | +82.2% |
| All | +35.2% | -37.0% | +72.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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