+111.9%
INTC vs FROG
+22.9%
+89.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.3% | +7.8% | +5.1% |
| 7D | +7.1% | -11.3% | +18.4% | +9.5% |
| 30D | -5.2% | +3.6% | -8.8% | -6.1% |
| 3M | -14.3% | +1.7% | -16.0% | -14.9% |
| 6M | +110.2% | +123.5% | -13.3% | +79.2% |
| YTD | +159.6% | +40.2% | +119.4% | +136.2% |
| 1Y | +289.3% | +81.0% | +208.3% | +235.8% |
| 3Y | +166.1% | +194.8% | -28.7% | +103.0% |
| 5Y | +94.4% | +131.8% | -37.4% | +43.8% |
| All | +111.9% | +22.9% | +89.0% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling