+34.6%
FROG vs SONY
+58.2%
-23.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | +1.3% | +1.5% | -0.2% | +0.3% |
| 3M | +11.1% | +13.0% | -1.9% | +3.6% |
| 6M | +108.3% | +11.2% | +97.1% | +94.7% |
| YTD | +39.6% | -6.6% | +46.2% | +42.3% |
| 1Y | +74.7% | -18.1% | +92.9% | +89.6% |
| 3Y | +224.1% | +42.1% | +182.0% | +150.5% |
| 5Y | +138.4% | +11.0% | +127.3% | +109.0% |
| All | +34.6% | +58.2% | -23.6% | +13.9% |
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