-17.4%
IT vs FROG
+70.9%
-88.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.7% |
| 7D | -7.5% | +17.0% | -24.5% | -9.0% |
| 30D | -1.2% | +1.3% | -2.5% | -0.9% |
| 3M | -2.2% | +17.5% | -19.7% | -5.1% |
| 6M | +19.1% | +46.8% | -27.7% | +10.3% |
| YTD | -25.1% | +65.8% | -90.9% | -33.0% |
| 1Y | -17.4% | +61.0% | -78.4% | -26.8% |
| All | -17.4% | +70.9% | -88.3% | -26.8% |
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