-51.6%
IT vs FROG
+274.0%
-325.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +35.3% | -39.3% | -8.5% |
| 7D | -16.9% | +7.0% | -23.9% | -18.1% |
| 30D | +2.3% | +2.9% | -0.6% | +1.0% |
| 3M | +2.9% | +21.6% | -18.7% | -1.6% |
| 6M | +25.9% | +87.7% | -61.8% | +11.3% |
| YTD | -24.6% | +61.7% | -86.3% | -32.7% |
| 1Y | -16.0% | +113.7% | -129.7% | -28.7% |
| 3Y | -51.6% | +267.7% | -319.3% | -62.5% |
| All | -51.6% | +274.0% | -325.6% | -62.5% |
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