-3.7%
INFY vs FROG
+21.7%
-25.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -7.2% | -5.5% | -1.7% | -6.7% |
| 30D | -11.2% | -3.1% | -8.1% | -11.1% |
| 3M | -7.4% | +1.2% | -8.6% | -8.1% |
| 6M | -21.3% | +113.7% | -134.9% | -28.4% |
| YTD | -36.2% | +38.9% | -75.0% | -39.7% |
| 1Y | -31.3% | +72.0% | -103.2% | -37.0% |
| 3Y | -31.1% | +217.1% | -248.2% | -43.2% |
| 5Y | -44.9% | +130.6% | -175.5% | -54.9% |
| All | -3.7% | +21.7% | -25.4% | -19.3% |
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