+128.8%
GOOG vs FROG
+133.6%
-4.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.6% | -4.8% | +3.3% | -0.8% |
| 30D | -7.7% | -0.9% | -6.7% | -7.9% |
| 3M | -9.3% | +7.5% | -16.8% | -11.0% |
| 6M | +7.4% | +107.0% | -99.6% | -6.7% |
| YTD | +4.9% | +39.8% | -35.0% | -3.7% |
| 1Y | +37.2% | +74.8% | -37.6% | +19.4% |
| 3Y | +141.6% | +219.3% | -77.7% | +70.4% |
| 5Y | +128.8% | +133.0% | -4.2% | +61.2% |
| All | +128.8% | +133.6% | -4.9% | +61.2% |
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