+44.1%
IR vs FROG
+160.8%
-116.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +35.3% | -33.9% | -2.3% |
| 7D | +3.7% | +7.0% | -3.3% | +2.3% |
| 30D | +7.4% | +2.9% | +4.6% | +6.3% |
| 3M | -5.9% | +21.6% | -27.5% | -9.1% |
| 6M | +5.6% | +87.7% | -82.1% | -4.5% |
| YTD | +4.8% | +61.7% | -56.8% | -4.6% |
| 1Y | +6.9% | +113.7% | -106.7% | -8.0% |
| 3Y | +27.6% | +267.7% | -240.2% | -6.2% |
| All | +44.1% | +160.8% | -116.6% | +6.3% |
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