+12.9%
JPM vs FROG
+80.4%
-67.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | +1.6% | +48.2% | -46.6% | +2.1% |
| 30D | +3.4% | +11.4% | -8.0% | +3.7% |
| 3M | -5.7% | +28.5% | -34.2% | -5.3% |
| 6M | +13.5% | +63.7% | -50.2% | +13.9% |
| YTD | +8.4% | +77.1% | -68.6% | +5.1% |
| All | +12.9% | +80.4% | -67.5% | +10.7% |
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 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