-9.7%
JD vs FROG
+83.7%
-93.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.5% | +3.0% |
| 7D | +9.0% | -14.1% | +23.0% | +8.7% |
| 30D | +5.2% | -11.8% | +17.0% | +5.0% |
| 3M | -15.9% | +0.1% | -16.0% | -15.8% |
| 6M | -7.7% | +64.2% | -71.9% | -7.5% |
| YTD | +0.1% | +38.2% | -38.2% | -1.0% |
| 1Y | -9.7% | +85.4% | -95.1% | -10.3% |
| All | -9.7% | +83.7% | -93.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling