+85.4%
FROG vs SHAK
-21.2%
+106.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.3% | -2.3% |
| 7D | -14.1% | +8.3% | -22.4% | -14.0% |
| 30D | -11.8% | +16.7% | -28.5% | -11.6% |
| 3M | +0.1% | +10.0% | -9.8% | +0.4% |
| 6M | +64.2% | -23.8% | +88.0% | +61.7% |
| YTD | +38.2% | -10.3% | +48.5% | +35.3% |
| 1Y | +85.4% | -22.9% | +108.3% | +82.8% |
| All | +85.4% | -21.2% | +106.6% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling