+18.5%
INTC vs FROG
+164.1%
-145.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +35.3% | -27.6% | -0.8% |
| 7D | -14.4% | +7.0% | -21.4% | -16.5% |
| 30D | -50.2% | +2.9% | -53.1% | -50.9% |
| 3M | -43.6% | +21.6% | -65.2% | -46.7% |
| 6M | -50.2% | +87.7% | -137.9% | -57.6% |
| YTD | +52.5% | +61.7% | -9.2% | +31.0% |
| 1Y | +51.1% | +113.7% | -62.5% | +20.8% |
| 3Y | +50.3% | +267.7% | -217.4% | +1.3% |
| All | +18.5% | +164.1% | -145.6% | -17.3% |
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 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