+99.8%
ISRG vs FROG
+51.8%
+48.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | +0.7% |
| 7D | +5.4% | +27.1% | -21.7% | +0.6% |
| 30D | +8.6% | +5.8% | +2.8% | +6.4% |
| 3M | +21.6% | +20.8% | +0.7% | +15.9% |
| 6M | +2.3% | +53.3% | -51.0% | -7.3% |
| YTD | -18.7% | +73.2% | -91.9% | -29.5% |
| 1Y | -17.8% | +80.3% | -98.1% | -29.5% |
| 3Y | +69.1% | +318.3% | -249.3% | +14.1% |
| 5Y | +26.5% | +179.9% | -153.4% | -14.8% |
| All | +99.8% | +51.8% | +48.1% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling