+140.7%
GOOG vs FROG
+219.3%
-78.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.6% | -4.8% | +3.3% | -1.2% |
| 30D | -7.7% | -0.9% | -6.7% | -7.8% |
| 3M | -9.3% | +7.5% | -16.8% | -10.1% |
| 6M | +7.4% | +107.0% | -99.6% | -0.4% |
| YTD | +4.9% | +39.8% | -35.0% | +0.6% |
| 1Y | +37.2% | +74.8% | -37.6% | +27.7% |
| All | +140.7% | +219.3% | -78.6% | +100.3% |
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 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