+108.0%
IR vs FROG
+22.9%
+85.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | -2.8% | -11.3% | +8.5% | -1.8% |
| 30D | -15.1% | +3.6% | -18.8% | -15.6% |
| 3M | +6.1% | +1.7% | +4.4% | +5.3% |
| 6M | -16.8% | +123.5% | -140.3% | -24.4% |
| YTD | -3.5% | +40.2% | -43.8% | -8.7% |
| 1Y | -3.5% | +81.0% | -84.5% | -12.1% |
| 3Y | +9.5% | +194.8% | -185.3% | -9.4% |
| 5Y | +45.1% | +131.8% | -86.7% | +14.6% |
| All | +108.0% | +22.9% | +85.1% | +64.7% |
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