+35.2%
FROG vs SONY
+62.6%
-27.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | -11.3% | -1.2% | -10.1% | -10.8% |
| 30D | +3.6% | +9.4% | -5.8% | -1.0% |
| 3M | +1.7% | +10.5% | -8.8% | -4.0% |
| 6M | +123.5% | +11.7% | +111.8% | +108.5% |
| YTD | +40.2% | -4.1% | +44.3% | +41.2% |
| 1Y | +81.0% | -11.8% | +92.8% | +88.8% |
| 3Y | +194.8% | +45.9% | +148.9% | +125.1% |
| 5Y | +131.8% | +16.3% | +115.5% | +99.0% |
| All | +35.2% | +62.6% | -27.4% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling