+21.4%
JPM vs FROG
+73.1%
-51.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -0.4% | -4.8% | +4.4% | -0.4% |
| 30D | -1.4% | -0.9% | -0.5% | -1.4% |
| 3M | +13.9% | +7.5% | +6.5% | +13.9% |
| 6M | +23.5% | +107.0% | -83.5% | +22.1% |
| YTD | +11.6% | +39.8% | -28.2% | +9.8% |
| 1Y | +21.4% | +74.8% | -53.4% | +18.2% |
| All | +21.4% | +73.1% | -51.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling