+75.3%
FROG vs WOLF
+60.4%
+14.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -5.5% | +9.8% | -15.3% | -6.2% |
| 30D | -3.1% | -12.1% | +9.0% | -2.4% |
| 3M | +1.2% | -47.9% | +49.1% | +2.6% |
| 6M | +113.7% | +74.3% | +39.4% | +100.7% |
| YTD | +38.9% | +65.9% | -27.0% | +31.1% |
| All | +75.3% | +60.4% | +14.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling