+198.9%
FROG vs S
-70.0%
+268.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +3.9% |
| 7D | +48.2% | +4.1% | +44.2% | +45.7% |
| 30D | +11.4% | -7.2% | +18.6% | +16.2% |
| 3M | +28.5% | 0.0% | +28.6% | +29.4% |
| 6M | +63.7% | +41.6% | +22.1% | +40.7% |
| YTD | +77.1% | +48.6% | +28.5% | +50.2% |
| 1Y | +79.3% | +30.0% | +49.3% | +59.3% |
| 3Y | +323.8% | +42.2% | +281.6% | +240.0% |
| 5Y | +198.9% | -70.8% | +269.7% | +298.5% |
| All | +198.9% | -70.0% | +268.9% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling