-63.5%
JD vs FROG
+195.3%
-258.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -4.0% | +48.2% | -52.2% | -10.6% |
| 30D | +2.7% | +11.4% | -8.8% | -0.5% |
| 3M | -13.0% | +28.5% | -41.6% | -18.5% |
| 6M | -12.7% | +63.7% | -76.4% | -22.9% |
| YTD | -0.8% | +77.1% | -77.9% | -16.1% |
| 1Y | -8.9% | +79.3% | -88.2% | -23.4% |
| 3Y | +17.0% | +323.8% | -306.7% | -31.9% |
| 5Y | -63.5% | +198.9% | -262.4% | -78.9% |
| All | -63.5% | +195.3% | -258.8% | -78.9% |
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 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