+278.5%
JCI vs FROG
+22.9%
+255.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.1% |
| 7D | +3.8% | -11.3% | +15.1% | +4.7% |
| 30D | -5.7% | +3.6% | -9.3% | -6.1% |
| 3M | -1.4% | +1.7% | -3.1% | -2.0% |
| 6M | +4.1% | +123.5% | -119.4% | -3.7% |
| YTD | +21.7% | +40.2% | -18.5% | +16.5% |
| 1Y | +36.1% | +81.0% | -44.9% | +26.3% |
| 3Y | +154.4% | +194.8% | -40.3% | +118.6% |
| 5Y | +112.0% | +131.8% | -19.8% | +75.6% |
| All | +278.5% | +22.9% | +255.5% | +211.6% |
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