+192.7%
JBL vs FROG
+202.6%
-9.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +4.4% | -5.5% | +9.9% | +5.1% |
| 30D | -8.4% | -3.1% | -5.3% | -8.2% |
| 3M | -14.2% | +1.2% | -15.4% | -14.7% |
| 6M | +29.6% | +113.7% | -84.1% | +16.6% |
| YTD | +37.1% | +38.9% | -1.8% | +29.0% |
| 1Y | +49.5% | +72.0% | -22.5% | +35.2% |
| 3Y | +192.7% | +217.1% | -24.4% | +137.0% |
| All | +192.7% | +202.6% | -9.9% | +137.0% |
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 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