+72.0%
FROG vs S
+4.5%
+67.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.6% |
| 7D | -5.5% | -5.8% | +0.3% | -1.6% |
| 30D | -3.1% | -9.2% | +6.1% | +3.3% |
| 3M | +1.2% | +23.4% | -22.1% | -13.3% |
| 6M | +113.7% | +36.9% | +76.7% | +67.2% |
| YTD | +38.9% | +29.5% | +9.3% | +12.1% |
| 1Y | +72.0% | +5.4% | +66.6% | +51.3% |
| All | +72.0% | +4.5% | +67.5% | +51.3% |
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