+345.3%
GOOG vs FROG
+22.3%
+323.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -2.0% | +1.3% | -3.3% | -2.5% |
| 3M | -5.9% | +11.1% | -16.9% | -7.9% |
| 6M | +8.9% | +108.3% | -99.4% | -4.3% |
| YTD | +7.1% | +39.6% | -32.5% | -1.0% |
| 1Y | +39.7% | +74.7% | -35.1% | +23.2% |
| 3Y | +145.8% | +224.1% | -78.2% | +83.0% |
| 5Y | +138.6% | +138.4% | +0.2% | +74.9% |
| All | +345.3% | +22.3% | +323.0% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling