+46.8%
IR vs FROG
+195.3%
-148.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +4.3% | +48.2% | -44.0% | -0.5% |
| 30D | +8.1% | +11.4% | -3.3% | +6.0% |
| 3M | +0.7% | +28.5% | -27.8% | -3.1% |
| 6M | +16.6% | +63.7% | -47.1% | +8.1% |
| YTD | +7.8% | +77.1% | -69.3% | -2.9% |
| 1Y | +9.9% | +79.3% | -69.4% | -1.3% |
| 3Y | +25.2% | +323.8% | -298.5% | -9.6% |
| 5Y | +46.8% | +198.9% | -152.1% | +5.6% |
| All | +46.8% | +195.3% | -148.5% | +5.6% |
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