-29.9%
IT vs FROG
+73.6%
-103.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | -9.1% | -5.5% | -3.6% | -8.2% |
| 30D | -7.0% | -3.1% | -3.9% | -6.8% |
| 3M | +7.6% | +1.2% | +6.4% | +6.7% |
| 6M | +2.1% | +113.7% | -111.5% | -11.2% |
| YTD | -31.6% | +38.9% | -70.4% | -37.0% |
| 1Y | -29.9% | +72.0% | -101.9% | -37.4% |
| All | -29.9% | +73.6% | -103.5% | -37.4% |
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