-75.0%
FSLY vs FROG
+22.9%
-98.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -0.9% |
| 7D | -10.6% | -11.3% | +0.6% | -5.2% |
| 30D | -20.9% | +3.6% | -24.5% | -22.3% |
| 3M | +3.4% | +1.7% | +1.7% | +1.3% |
| 6M | +2.7% | +123.5% | -120.8% | -34.0% |
| YTD | +102.3% | +40.2% | +62.0% | +58.5% |
| 1Y | +182.1% | +81.0% | +101.1% | +89.8% |
| 3Y | -14.6% | +194.8% | -209.3% | -64.1% |
| 5Y | -55.9% | +131.8% | -187.7% | -80.8% |
| All | -75.0% | +22.9% | -98.0% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling