+85.4%
FROG vs Z
-54.2%
+139.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.9% | -4.2% |
| 7D | -14.1% | +10.2% | -24.2% | -15.9% |
| 30D | -11.8% | +23.7% | -35.4% | -16.7% |
| 3M | +0.1% | -6.6% | +6.7% | +1.8% |
| 6M | +64.2% | -23.0% | +87.2% | +74.6% |
| YTD | +38.2% | -50.3% | +88.5% | +82.6% |
| 1Y | +85.4% | -53.6% | +139.0% | +153.6% |
| All | +85.4% | -54.2% | +139.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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