+328.5%
FROG vs SHAK
+36.4%
+292.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.9% |
| 7D | +12.5% | +4.3% | +8.2% | +11.4% |
| 30D | +23.5% | +9.0% | +14.5% | +21.0% |
| 3M | +19.4% | +1.8% | +17.6% | +18.4% |
| 6M | +77.0% | +17.3% | +59.7% | +67.8% |
| YTD | +81.9% | -7.6% | +89.5% | +74.6% |
| 1Y | +90.7% | -16.9% | +107.6% | +89.5% |
| 3Y | +328.5% | +35.1% | +293.5% | +214.3% |
| All | +328.5% | +36.4% | +292.1% | +214.3% |
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