+23.7%
JBL vs FROG
+83.7%
-60.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.7% |
| 7D | -11.1% | -14.1% | +2.9% | -10.6% |
| 30D | -14.1% | -11.8% | -2.3% | -13.7% |
| 3M | -23.9% | +0.1% | -24.1% | -23.7% |
| 6M | -24.1% | +64.2% | -88.3% | -24.7% |
| YTD | +13.5% | +38.2% | -24.8% | +11.1% |
| 1Y | +23.7% | +85.4% | -61.7% | +19.9% |
| All | +23.7% | +83.7% | -60.0% | +19.9% |
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