+201.1%
FROG vs S
+16.9%
+184.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -11.3% | -7.7% | -3.6% | -7.8% |
| 30D | +3.6% | -5.3% | +9.0% | +6.5% |
| 3M | +1.7% | +20.3% | -18.6% | -6.7% |
| 6M | +123.5% | +47.4% | +76.2% | +86.9% |
| YTD | +40.2% | +32.5% | +7.7% | +23.2% |
| 1Y | +81.0% | +9.5% | +71.5% | +69.5% |
| All | +201.1% | +16.9% | +184.2% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling