+36.1%
FSLY vs FROG
+70.9%
-34.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.5% |
| 7D | -22.9% | +17.0% | -39.9% | -28.4% |
| 30D | -44.6% | +1.3% | -45.9% | -44.6% |
| 3M | -41.5% | +17.5% | -58.9% | -44.6% |
| 6M | -20.8% | +46.8% | -67.6% | -31.9% |
| YTD | +59.5% | +65.8% | -6.3% | +23.8% |
| 1Y | +36.1% | +61.0% | -24.9% | +5.6% |
| All | +36.1% | +70.9% | -34.8% | +5.6% |
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