-57.0%
JD vs FROG
+22.9%
-80.0%
-79.1%
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% | +2.5% |
| 7D | -1.7% | -11.3% | +9.6% | +0.5% |
| 30D | -13.2% | +3.6% | -16.8% | -14.4% |
| 3M | -3.2% | +1.7% | -4.9% | -4.9% |
| 6M | +15.2% | +123.5% | -108.3% | -5.9% |
| YTD | +2.0% | +40.2% | -38.3% | -9.4% |
| 1Y | -5.4% | +81.0% | -86.4% | -22.2% |
| 3Y | -9.1% | +194.8% | -203.9% | -40.1% |
| 5Y | -59.6% | +131.8% | -191.4% | -73.9% |
| All | -57.0% | +22.9% | -80.0% | -69.5% |
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