+133.0%
FROG vs SONY
+9.8%
+123.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.8% | -4.9% | +0.1% | -2.5% |
| 30D | -0.9% | -1.6% | +0.7% | -0.4% |
| 3M | +7.5% | +10.0% | -2.5% | +1.4% |
| 6M | +107.0% | +8.4% | +98.6% | +95.7% |
| YTD | +39.8% | -8.4% | +48.2% | +44.0% |
| 1Y | +74.8% | -18.4% | +93.2% | +90.3% |
| 3Y | +219.3% | +41.0% | +178.3% | +142.8% |
| 5Y | +133.0% | +9.3% | +123.7% | +107.4% |
| All | +133.0% | +9.8% | +123.2% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling