+341.5%
GOOGL vs FROG
+22.5%
+319.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.9% | -4.8% | +3.0% | -1.2% |
| 30D | -7.5% | -0.9% | -6.5% | -7.6% |
| 3M | -9.2% | +7.5% | -16.6% | -10.7% |
| 6M | +8.1% | +107.0% | -99.0% | -4.9% |
| YTD | +5.8% | +39.8% | -34.0% | -2.2% |
| 1Y | +38.3% | +74.8% | -36.5% | +22.0% |
| 3Y | +144.8% | +219.3% | -74.5% | +82.9% |
| 5Y | +132.5% | +133.0% | -0.4% | +70.8% |
| All | +341.5% | +22.5% | +319.0% | +235.9% |
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