+351.9%
GOOGL vs FROG
+22.9%
+329.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | -2.3% | -11.3% | +9.0% | -0.7% |
| 30D | -6.6% | +3.6% | -10.2% | -7.4% |
| 3M | -8.9% | +1.7% | -10.6% | -9.8% |
| 6M | +11.9% | +123.5% | -111.7% | -2.7% |
| YTD | +8.3% | +40.2% | -31.9% | +0.1% |
| 1Y | +46.2% | +81.0% | -34.8% | +28.2% |
| 3Y | +151.9% | +194.8% | -42.9% | +91.4% |
| 5Y | +137.7% | +131.8% | +5.9% | +74.7% |
| All | +351.9% | +22.9% | +329.0% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling