+49.5%
JBL vs FROG
+83.7%
-34.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.7% |
| 7D | +3.0% | -11.3% | +14.3% | +3.6% |
| 30D | -8.3% | +3.6% | -11.9% | -8.3% |
| 3M | -16.9% | +1.7% | -18.6% | -17.1% |
| 6M | +21.8% | +123.5% | -101.8% | +17.1% |
| YTD | +36.3% | +40.2% | -3.9% | +32.7% |
| 1Y | +49.5% | +81.0% | -31.5% | +43.0% |
| All | +49.5% | +83.7% | -34.2% | +43.0% |
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