+164.3%
FSLY vs FROG
+83.7%
+80.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.9% |
| 7D | -22.2% | -14.1% | -8.1% | -16.4% |
| 30D | -19.1% | -11.8% | -7.4% | -13.6% |
| 3M | -15.7% | +0.1% | -15.8% | -13.9% |
| 6M | -23.5% | +64.2% | -87.7% | -36.7% |
| YTD | +106.6% | +38.2% | +68.4% | +76.4% |
| 1Y | +164.3% | +85.4% | +78.9% | +101.3% |
| All | +164.3% | +83.7% | +80.6% | +101.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling