+125.3%
JNJ vs FROG
+55.2%
+70.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +4.1% | +48.2% | -44.1% | +4.4% |
| 30D | +14.0% | +11.4% | +2.6% | +14.1% |
| 3M | +9.2% | +28.5% | -19.3% | +9.4% |
| 6M | +27.8% | +63.7% | -36.0% | +28.1% |
| YTD | +39.2% | +77.1% | -37.9% | +39.6% |
| 1Y | +49.1% | +79.3% | -30.2% | +49.6% |
| 3Y | +109.7% | +323.8% | -214.1% | +109.1% |
| 5Y | +97.6% | +198.9% | -101.4% | +96.9% |
| All | +125.3% | +55.2% | +70.1% | +128.7% |
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