+893.3%
JBL vs FROG
+22.3%
+871.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -13.1% | +1.3% | -14.4% | -13.5% |
| 3M | -15.6% | +11.1% | -26.7% | -17.4% |
| 6M | +24.6% | +108.3% | -83.7% | +9.8% |
| YTD | +39.6% | +39.6% | 0.0% | +29.0% |
| 1Y | +48.6% | +74.7% | -26.1% | +31.2% |
| 3Y | +197.3% | +224.1% | -26.8% | +126.8% |
| 5Y | +413.0% | +138.4% | +274.6% | +284.6% |
| All | +893.3% | +22.3% | +871.0% | +681.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling