+194.3%
JCI vs FROG
+307.0%
-112.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +4.3% |
| 7D | -3.4% | +27.1% | -30.5% | -5.2% |
| 30D | -10.1% | +5.8% | -16.0% | -11.0% |
| 3M | -6.8% | +20.8% | -27.6% | -8.4% |
| 6M | +2.0% | +53.3% | -51.4% | -1.6% |
| YTD | +19.2% | +73.2% | -54.0% | +13.3% |
| 1Y | +16.7% | +80.3% | -63.6% | +10.3% |
| 3Y | +194.3% | +318.3% | -124.0% | +126.3% |
| All | +194.3% | +307.0% | -112.7% | +126.3% |
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