+92.4%
FROG vs S
-56.8%
+149.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -11.3% | -7.7% | -3.6% | -8.2% |
| 30D | +3.6% | -5.3% | +9.0% | +6.2% |
| 3M | +1.7% | +20.3% | -18.6% | -5.8% |
| 6M | +123.5% | +47.4% | +76.2% | +90.2% |
| YTD | +40.2% | +32.5% | +7.7% | +25.4% |
| 1Y | +81.0% | +9.5% | +71.5% | +72.9% |
| 3Y | +194.8% | +15.5% | +179.2% | +159.0% |
| 5Y | +131.8% | -71.2% | +203.0% | +180.0% |
| All | +92.4% | -56.8% | +149.2% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling