-41.9%
GRAB vs FROG
+83.7%
-125.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +7.9% |
| 7D | +22.2% | -14.1% | +36.2% | +23.4% |
| 30D | +6.0% | -11.8% | +17.8% | +6.7% |
| 3M | -9.7% | +0.1% | -9.8% | -10.3% |
| 6M | -7.2% | +64.2% | -71.4% | -10.9% |
| YTD | -32.7% | +38.2% | -70.9% | -34.9% |
| 1Y | -41.9% | +85.4% | -127.3% | -45.8% |
| All | -41.9% | +83.7% | -125.6% | -45.8% |
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