-57.1%
JD vs FROG
+160.8%
-217.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +35.3% | -33.7% | -3.9% |
| 7D | +13.4% | +7.0% | +6.4% | +11.0% |
| 30D | +7.7% | +2.9% | +4.8% | +5.8% |
| 3M | -11.3% | +21.6% | -32.9% | -16.1% |
| 6M | -5.1% | +87.7% | -92.8% | -19.3% |
| YTD | +5.0% | +61.7% | -56.6% | -9.7% |
| 1Y | -5.6% | +113.7% | -119.3% | -25.4% |
| 3Y | +17.8% | +267.7% | -250.0% | -28.8% |
| All | -57.1% | +160.8% | -217.9% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling