-69.7%
FSLY vs FROG
+160.8%
-230.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +35.3% | -32.3% | -15.7% |
| 7D | -31.4% | +7.0% | -38.4% | -34.8% |
| 30D | -37.3% | +2.9% | -40.2% | -38.6% |
| 3M | -30.1% | +21.6% | -51.7% | -37.6% |
| 6M | -49.8% | +87.7% | -137.5% | -66.4% |
| YTD | +55.7% | +61.7% | -6.0% | +9.7% |
| 1Y | +44.5% | +113.7% | -69.2% | -15.8% |
| 3Y | -4.3% | +267.7% | -272.1% | -70.9% |
| All | -69.7% | +160.8% | -230.5% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling