+87.7%
FROG vs S
+39.0%
+48.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +15.2% |
| 3M | +21.6% | +4.9% | +16.7% | +19.3% |
| 6M | +87.7% | +42.0% | +45.7% | +48.2% |
| All | +87.7% | +39.0% | +48.7% | +48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling