-57.0%
JD vs FROG
+45.3%
-102.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | +0.5% |
| 7D | +5.2% | +17.0% | -11.8% | +1.2% |
| 30D | +4.5% | +1.3% | +3.2% | +2.7% |
| 3M | -15.4% | +17.5% | -32.9% | -19.8% |
| 6M | -6.0% | +46.8% | -52.8% | -15.9% |
| YTD | +2.2% | +65.8% | -63.6% | -13.5% |
| 1Y | -6.7% | +61.0% | -67.6% | -20.6% |
| 3Y | +20.5% | +296.7% | -276.2% | -27.1% |
| 5Y | -58.4% | +177.8% | -236.3% | -74.3% |
| All | -57.0% | +45.3% | -102.3% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling