+2.7%
FSLY vs FROG
+114.1%
-111.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.0% |
| 7D | -10.6% | -11.3% | +0.6% | -5.6% |
| 30D | -20.9% | +3.6% | -24.5% | -21.5% |
| 3M | +3.4% | +1.7% | +1.7% | +1.9% |
| 6M | +2.7% | +123.5% | -120.8% | -39.3% |
| All | +2.7% | +114.1% | -111.4% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling