-16.5%
IT vs FROG
+85.3%
-101.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.4% |
| 7D | +1.1% | +12.5% | -11.4% | -0.2% |
| 30D | -1.8% | +23.5% | -25.4% | -4.4% |
| 3M | +4.8% | +19.4% | -14.6% | +2.2% |
| 6M | +33.0% | +77.0% | -44.0% | +20.0% |
| YTD | -23.8% | +81.9% | -105.7% | -32.5% |
| 1Y | -16.5% | +90.7% | -107.2% | -27.4% |
| All | -16.5% | +85.3% | -101.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling