-51.7%
INTC vs FROG
+58.7%
-110.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.8% | +5.6% |
| 7D | +7.3% | +26.8% | -19.6% | -1.4% |
| 30D | -38.3% | +10.6% | -48.9% | -40.5% |
| 3M | -36.0% | +27.2% | -63.2% | -40.4% |
| 6M | -51.7% | +58.7% | -110.4% | -55.2% |
| All | -51.7% | +58.7% | -110.4% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling