+113.7%
FROG vs S
+31.6%
+82.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.6% | +33.7% | +34.1% |
| 7D | +7.0% | -13.4% | +20.4% | +19.7% |
| 30D | +2.9% | -14.0% | +16.9% | +15.5% |
| 3M | +21.6% | +4.9% | +16.7% | +18.2% |
| 6M | +87.7% | +42.0% | +45.7% | +43.8% |
| YTD | +61.7% | +45.1% | +16.5% | +19.7% |
| 1Y | +113.7% | +33.1% | +80.6% | +63.4% |
| All | +113.7% | +31.6% | +82.0% | +63.4% |
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