+283.7%
GOOGL vs FROG
+45.3%
+238.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.3% |
| 7D | +2.6% | +17.0% | -14.4% | -0.3% |
| 30D | -18.3% | +1.3% | -19.6% | -19.2% |
| 3M | -19.6% | +17.5% | -37.0% | -22.4% |
| 6M | -28.2% | +46.8% | -75.0% | -33.4% |
| YTD | -8.0% | +65.8% | -73.8% | -17.8% |
| 1Y | -0.7% | +61.0% | -61.7% | -10.9% |
| 3Y | +118.8% | +296.7% | -177.9% | +57.0% |
| 5Y | +98.9% | +177.8% | -79.0% | +41.2% |
| All | +283.7% | +45.3% | +238.4% | +182.1% |
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