+10.1%
IBM vs FROG
+88.4%
-78.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -5.1% |
| 7D | -5.0% | +7.0% | -12.0% | -5.3% |
| 30D | +11.1% | +2.9% | +8.2% | +11.2% |
| 3M | +5.7% | +21.6% | -15.9% | +1.8% |
| 6M | +10.1% | +87.7% | -77.5% | -3.5% |
| All | +10.1% | +88.4% | -78.3% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling