+32.0%
INTC vs FROG
+59.4%
-27.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.1% |
| 7D | +6.0% | +12.5% | -6.5% | +3.4% |
| 30D | -39.2% | +23.5% | -62.7% | -42.1% |
| 3M | -42.9% | +19.4% | -62.3% | -45.5% |
| 6M | -50.4% | +77.0% | -127.4% | -56.4% |
| YTD | +61.7% | +81.9% | -20.2% | +38.5% |
| 1Y | +66.1% | +90.7% | -24.5% | +41.0% |
| 3Y | +58.1% | +328.5% | -270.4% | +11.9% |
| 5Y | +27.9% | +207.0% | -179.2% | -10.9% |
| All | +32.0% | +59.4% | -27.4% | -7.9% |
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