+111.7%
INTC vs FROG
+125.4%
-13.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.0% | +10.0% | +9.3% |
| 7D | +17.4% | -5.5% | +22.9% | +18.8% |
| 30D | +2.8% | -3.1% | +5.9% | +3.2% |
| 3M | -5.3% | +1.2% | -6.5% | -6.1% |
| 6M | +140.6% | +113.7% | +26.9% | +101.3% |
| YTD | +183.1% | +38.9% | +144.3% | +154.0% |
| 1Y | +326.8% | +72.0% | +254.8% | +262.2% |
| 3Y | +179.4% | +217.1% | -37.7% | +96.3% |
| 5Y | +111.7% | +130.6% | -18.9% | +49.0% |
| All | +111.7% | +125.4% | -13.7% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling