+57.4%
INTC vs FROG
+83.7%
-26.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -3.2% |
| 7D | -39.0% | -14.1% | -24.9% | -36.5% |
| 30D | -49.8% | -11.8% | -38.1% | -48.2% |
| 3M | -42.2% | +0.1% | -42.4% | -41.9% |
| 6M | -39.2% | +64.2% | -103.4% | -44.0% |
| YTD | +57.9% | +38.2% | +19.7% | +45.3% |
| 1Y | +57.4% | +85.4% | -28.0% | +38.7% |
| All | +57.4% | +83.7% | -26.3% | +38.7% |
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 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