-55.8%
JD vs FROG
+41.7%
-97.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +35.3% | -33.7% | -4.3% |
| 7D | +13.4% | +7.0% | +6.4% | +10.7% |
| 30D | +7.7% | +2.9% | +4.8% | +5.5% |
| 3M | -11.3% | +21.6% | -32.9% | -16.5% |
| 6M | -5.1% | +87.7% | -92.8% | -19.9% |
| YTD | +5.0% | +61.7% | -56.6% | -10.6% |
| 1Y | -5.6% | +113.7% | -119.3% | -26.0% |
| 3Y | +17.8% | +267.7% | -250.0% | -27.2% |
| 5Y | -57.2% | +158.8% | -216.0% | -73.1% |
| All | -55.8% | +41.7% | -97.4% | -69.9% |
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 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