+77.0%
FROG vs WOLF
+57.5%
+19.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.9% | -3.8% |
| 7D | -11.3% | +9.7% | -21.0% | -11.9% |
| 30D | +3.6% | +12.5% | -8.9% | +2.6% |
| 3M | +1.7% | -57.7% | +59.4% | +3.6% |
| 6M | +123.5% | +37.7% | +85.8% | +109.2% |
| YTD | +40.2% | +62.8% | -22.6% | +32.6% |
| All | +77.0% | +57.5% | +19.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling