+224.6%
FROG vs SHAK
-3.6%
+228.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.3% |
| 7D | -4.8% | -7.2% | +2.4% | -3.2% |
| 30D | -0.9% | -11.8% | +10.9% | +2.0% |
| 3M | +7.5% | +17.2% | -9.7% | +2.2% |
| 6M | +107.0% | -34.1% | +141.2% | +122.2% |
| YTD | +39.8% | -22.4% | +62.2% | +40.4% |
| 1Y | +74.8% | -35.9% | +110.7% | +86.7% |
| All | +224.6% | -3.6% | +228.2% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling