+37.0%
LOW vs FROG
+22.9%
+14.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | -1.7% | -11.3% | +9.6% | -0.9% |
| 30D | -7.0% | +3.6% | -10.7% | -7.5% |
| 3M | -0.9% | +1.7% | -2.5% | -1.4% |
| 6M | -20.1% | +123.5% | -143.6% | -26.4% |
| YTD | -13.9% | +40.2% | -54.2% | -17.7% |
| 1Y | -21.1% | +81.0% | -102.1% | -27.1% |
| 3Y | -6.6% | +194.8% | -201.4% | -21.1% |
| 5Y | +9.4% | +131.8% | -122.5% | -10.0% |
| All | +37.0% | +22.9% | +14.1% | +17.8% |
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