+314.7%
JPM vs FROG
+22.5%
+292.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -0.4% | -4.8% | +4.4% | -0.1% |
| 30D | -1.4% | -0.9% | -0.5% | -1.5% |
| 3M | +13.9% | +7.5% | +6.5% | +13.0% |
| 6M | +23.5% | +107.0% | -83.5% | +16.7% |
| YTD | +11.6% | +39.8% | -28.2% | +7.8% |
| 1Y | +21.4% | +74.8% | -53.4% | +14.7% |
| 3Y | +163.4% | +219.3% | -55.8% | +134.4% |
| 5Y | +152.5% | +133.0% | +19.5% | +118.1% |
| All | +314.7% | +22.5% | +292.1% | +253.3% |
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