+4.4%
GOOGL vs FROG
+83.7%
-79.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.2% |
| 7D | -11.1% | -14.1% | +3.0% | -10.7% |
| 30D | -16.6% | -11.8% | -4.8% | -16.3% |
| 3M | -23.4% | +0.1% | -23.6% | -23.4% |
| 6M | -24.5% | +64.2% | -88.7% | -24.7% |
| YTD | -7.5% | +38.2% | -45.7% | -7.3% |
| 1Y | +4.4% | +85.4% | -81.0% | +4.7% |
| All | +4.4% | +83.7% | -79.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling