+135.0%
INTC vs FROG
+22.5%
+112.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +18.0% | -4.8% | +22.8% | +19.0% |
| 30D | +8.9% | -0.9% | +9.9% | +8.9% |
| 3M | -1.6% | +7.5% | -9.0% | -3.4% |
| 6M | +133.1% | +107.0% | +26.1% | +101.3% |
| YTD | +187.9% | +39.8% | +148.1% | +162.1% |
| 1Y | +334.7% | +74.8% | +259.9% | +277.4% |
| 3Y | +184.2% | +219.3% | -35.1% | +114.0% |
| 5Y | +116.0% | +133.0% | -17.0% | +59.8% |
| All | +135.0% | +22.5% | +112.5% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling