+869.9%
JBL vs FROG
+22.9%
+847.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.0% |
| 7D | +3.0% | -11.3% | +14.3% | +4.7% |
| 30D | -8.3% | +3.6% | -11.9% | -9.0% |
| 3M | -16.9% | +1.7% | -18.6% | -17.6% |
| 6M | +21.8% | +123.5% | -101.8% | +6.2% |
| YTD | +36.3% | +40.2% | -3.9% | +25.9% |
| 1Y | +49.5% | +81.0% | -31.5% | +31.3% |
| 3Y | +170.6% | +194.8% | -24.1% | +110.0% |
| 5Y | +408.4% | +131.8% | +276.6% | +281.7% |
| All | +869.9% | +22.9% | +847.0% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling