+836.9%
HOOD vs FROG
+335.2%
+501.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.1% |
| 7D | -3.8% | +12.5% | -16.3% | -7.1% |
| 30D | -23.0% | +23.5% | -46.5% | -28.8% |
| 3M | -21.6% | +19.4% | -41.0% | -27.3% |
| 6M | +1.4% | +77.0% | -75.6% | -17.3% |
| YTD | -31.2% | +81.9% | -113.0% | -46.4% |
| 1Y | -35.9% | +90.7% | -126.6% | -51.1% |
| 3Y | +836.9% | +328.5% | +508.4% | +307.0% |
| All | +836.9% | +335.2% | +501.7% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling