+48.6%
JBL vs FROG
+74.0%
-25.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | -13.1% | +1.3% | -14.4% | -13.1% |
| 3M | -15.6% | +11.1% | -26.7% | -16.0% |
| 6M | +24.6% | +108.3% | -83.7% | +20.0% |
| YTD | +39.6% | +39.6% | 0.0% | +35.9% |
| 1Y | +48.6% | +74.7% | -26.1% | +44.5% |
| All | +48.6% | +74.0% | -25.4% | +44.5% |
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 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