-0.7%
GOOGL vs FROG
+70.9%
-71.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | +2.6% | +17.0% | -14.4% | +1.8% |
| 30D | -18.3% | +1.3% | -19.6% | -18.6% |
| 3M | -19.6% | +17.5% | -37.0% | -20.3% |
| 6M | -28.2% | +46.8% | -75.0% | -29.0% |
| YTD | -8.0% | +65.8% | -73.8% | -6.5% |
| 1Y | -0.7% | +61.0% | -61.7% | +1.4% |
| All | -0.7% | +70.9% | -71.6% | +1.4% |
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