+184.1%
FSLR vs FROG
+22.9%
+161.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | 0.0% | -11.3% | +11.3% | +1.7% |
| 30D | -13.7% | +3.6% | -17.3% | -14.4% |
| 3M | -35.1% | +1.7% | -36.8% | -35.6% |
| 6M | +3.6% | +123.5% | -119.9% | -9.8% |
| YTD | -21.7% | +40.2% | -62.0% | -27.6% |
| 1Y | +1.3% | +81.0% | -79.7% | -11.4% |
| 3Y | +9.7% | +194.8% | -185.0% | -17.8% |
| 5Y | +117.4% | +131.8% | -14.4% | +57.7% |
| All | +184.1% | +22.9% | +161.2% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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