+95.3%
ISRG vs FROG
+45.3%
+50.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.6% |
| 7D | +2.1% | +17.0% | -14.9% | -1.3% |
| 30D | +6.2% | +1.3% | +4.9% | +4.7% |
| 3M | +14.4% | +17.5% | -3.1% | +9.5% |
| 6M | 0.0% | +46.8% | -46.8% | -8.8% |
| YTD | -20.5% | +65.8% | -86.3% | -30.7% |
| 1Y | -21.9% | +61.0% | -82.9% | -31.6% |
| 3Y | +62.2% | +296.7% | -234.6% | +10.4% |
| 5Y | +25.2% | +177.8% | -152.6% | -15.5% |
| All | +95.3% | +45.3% | +50.0% | +36.9% |
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