-4.3%
FSLY vs FROG
+274.0%
-278.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +35.3% | -32.3% | -9.9% |
| 7D | -31.4% | +7.0% | -38.4% | -33.4% |
| 30D | -37.3% | +2.9% | -40.2% | -37.8% |
| 3M | -30.1% | +21.6% | -51.7% | -34.3% |
| 6M | -49.8% | +87.7% | -137.5% | -59.8% |
| YTD | +55.7% | +61.7% | -6.0% | +27.5% |
| 1Y | +44.5% | +113.7% | -69.2% | +8.4% |
| 3Y | -4.3% | +267.7% | -272.1% | -42.8% |
| All | -4.3% | +274.0% | -278.3% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling