+328.5%
FROG vs S
+41.6%
+286.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +12.5% | +2.0% | +10.5% | +11.2% |
| 30D | +23.5% | -2.7% | +26.2% | +26.4% |
| 3M | +19.4% | -6.9% | +26.3% | +24.0% |
| 6M | +77.0% | +38.1% | +38.9% | +52.0% |
| YTD | +81.9% | +48.0% | +33.9% | +51.9% |
| 1Y | +90.7% | +34.5% | +56.2% | +63.7% |
| 3Y | +328.5% | +38.3% | +290.2% | +305.2% |
| All | +328.5% | +41.6% | +286.9% | +305.2% |
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