+14.2%
INTU vs FROG
+41.7%
-27.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +35.3% | -39.1% | -11.2% |
| 7D | +0.1% | +7.0% | -6.9% | -3.0% |
| 30D | +15.4% | +2.9% | +12.5% | +12.1% |
| 3M | +6.6% | +21.6% | -15.0% | -1.2% |
| 6M | -11.3% | +87.7% | -99.0% | -27.3% |
| YTD | -47.7% | +61.7% | -109.4% | -56.4% |
| 1Y | -47.0% | +113.7% | -160.7% | -59.4% |
| 3Y | -29.9% | +267.7% | -297.7% | -57.0% |
| 5Y | -42.2% | +158.8% | -201.0% | -64.9% |
| All | +14.2% | +41.7% | -27.5% | -26.7% |
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