-29.1%
JBL vs FROG
+58.7%
-87.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.1% | +3.0% |
| 7D | +0.1% | +26.8% | -26.7% | -2.3% |
| 30D | -17.0% | +10.6% | -27.6% | -18.4% |
| 3M | -27.4% | +27.2% | -54.6% | -28.4% |
| 6M | -29.1% | +58.7% | -87.8% | -30.0% |
| All | -29.1% | +58.7% | -87.8% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling