+319.2%
JPM vs FROG
+22.9%
+296.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | +0.3% | -11.3% | +11.6% | +1.0% |
| 30D | -0.2% | +3.6% | -3.8% | -0.6% |
| 3M | +15.9% | +1.7% | +14.2% | +15.3% |
| 6M | +20.9% | +123.5% | -102.6% | +13.7% |
| YTD | +12.9% | +40.2% | -27.4% | +8.9% |
| 1Y | +20.3% | +81.0% | -60.7% | +13.4% |
| 3Y | +160.9% | +194.8% | -33.8% | +133.2% |
| 5Y | +154.8% | +131.8% | +23.0% | +120.0% |
| All | +319.2% | +22.9% | +296.3% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling