+152.7%
JPM vs FROG
+307.0%
-154.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.9% | +1.9% |
| 7D | +0.4% | +27.1% | -26.7% | -0.8% |
| 30D | +2.7% | +5.8% | -3.1% | +2.3% |
| 3M | -3.8% | +20.8% | -24.7% | -5.2% |
| 6M | +14.3% | +53.3% | -39.0% | +10.6% |
| YTD | +8.2% | +73.2% | -65.0% | +2.8% |
| 1Y | +11.0% | +80.3% | -69.3% | +4.8% |
| 3Y | +152.7% | +318.3% | -165.7% | +118.7% |
| All | +152.7% | +307.0% | -154.3% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling