+111.7%
JNJ vs FROG
+24.4%
+87.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -4.3% | -2.2% | -2.2% | -4.4% |
| 30D | +3.0% | +3.0% | +0.1% | +3.0% |
| 3M | +12.2% | +10.3% | +1.9% | +12.3% |
| 6M | +10.5% | +116.7% | -106.2% | +10.6% |
| YTD | +30.8% | +41.9% | -11.2% | +31.0% |
| 1Y | +54.9% | +78.5% | -23.6% | +55.2% |
| 3Y | +80.7% | +224.1% | -143.5% | +79.9% |
| 5Y | +83.4% | +142.4% | -59.0% | +82.4% |
| All | +111.7% | +24.4% | +87.3% | +114.6% |
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 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