+85.4%
FROG vs S
+36.5%
+48.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -3.6% |
| 7D | -14.1% | -8.2% | -5.9% | -8.6% |
| 30D | -11.8% | -7.6% | -4.1% | -6.7% |
| 3M | +0.1% | +12.0% | -11.8% | -7.8% |
| 6M | +64.2% | +50.6% | +13.6% | +20.0% |
| YTD | +38.2% | +56.6% | -18.4% | -3.6% |
| 1Y | +85.4% | +39.2% | +46.2% | +34.1% |
| All | +85.4% | +36.5% | +48.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling