+75.3%
FROG vs SONY
+79.2%
-3.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.0% |
| 7D | +12.5% | +0.3% | +12.2% | +12.4% |
| 30D | +23.5% | +11.1% | +12.4% | +16.3% |
| 3M | +19.4% | +14.7% | +4.7% | +10.3% |
| 6M | +77.0% | +18.8% | +58.2% | +59.9% |
| YTD | +81.9% | +5.7% | +76.1% | +72.8% |
| 1Y | +90.7% | -8.1% | +98.7% | +94.6% |
| 3Y | +328.5% | +64.0% | +264.5% | +206.2% |
| 5Y | +207.0% | +12.6% | +194.4% | +164.4% |
| All | +75.3% | +79.2% | -3.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling