+63.3%
ISRG vs FROG
+274.0%
-210.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +35.3% | -38.7% | -6.3% |
| 7D | +4.8% | +7.0% | -2.2% | +3.9% |
| 30D | +9.2% | +2.9% | +6.4% | +8.6% |
| 3M | +21.2% | +21.6% | -0.4% | +17.8% |
| 6M | +0.2% | +87.7% | -87.4% | -8.2% |
| YTD | -20.1% | +61.7% | -81.7% | -26.1% |
| 1Y | -17.3% | +113.7% | -131.0% | -27.0% |
| 3Y | +63.3% | +267.7% | -204.4% | +25.1% |
| All | +63.3% | +274.0% | -210.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling