+51.2%
INTC vs FROG
+70.9%
-19.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.9% |
| 7D | -4.0% | +17.0% | -21.0% | -8.8% |
| 30D | -44.5% | +1.3% | -45.8% | -45.1% |
| 3M | -40.4% | +17.5% | -57.9% | -43.2% |
| 6M | -53.5% | +46.8% | -100.2% | -57.9% |
| YTD | +57.5% | +65.8% | -8.3% | +36.7% |
| 1Y | +51.2% | +61.0% | -9.8% | +31.8% |
| All | +51.2% | +70.9% | -19.7% | +31.8% |
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