+152.8%
JPM vs FROG
+125.4%
+27.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.4% | -5.5% | +5.1% | +0.1% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | +14.1% | +1.2% | +12.9% | +13.4% |
| 6M | +23.3% | +113.7% | -90.4% | +13.4% |
| YTD | +11.3% | +38.9% | -27.6% | +5.9% |
| 1Y | +23.0% | +72.0% | -49.0% | +13.6% |
| 3Y | +162.6% | +217.1% | -54.6% | +118.3% |
| 5Y | +152.8% | +130.6% | +22.2% | +112.7% |
| All | +152.8% | +125.4% | +27.4% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling