+121.8%
FROG vs S
-52.7%
+174.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.6% | +33.7% | +34.6% |
| 7D | +7.0% | -13.4% | +20.4% | +14.6% |
| 30D | +2.9% | -14.0% | +16.9% | +10.6% |
| 3M | +21.6% | +4.9% | +16.7% | +20.1% |
| 6M | +87.7% | +42.0% | +45.7% | +63.2% |
| YTD | +61.7% | +45.1% | +16.5% | +40.0% |
| 1Y | +113.7% | +33.1% | +80.6% | +90.3% |
| 3Y | +267.7% | +40.6% | +227.1% | +201.8% |
| 5Y | +158.8% | -67.5% | +226.3% | +203.9% |
| All | +121.8% | -52.7% | +174.5% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling