+40.2%
LUV vs FROG
+219.3%
-179.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.7% | -4.8% | +5.5% | +1.0% |
| 30D | -13.4% | -0.9% | -12.5% | -13.5% |
| 3M | -9.6% | +7.5% | -17.0% | -10.4% |
| 6M | -8.9% | +107.0% | -115.9% | -15.2% |
| YTD | -5.2% | +39.8% | -45.0% | -9.1% |
| 1Y | +27.0% | +74.8% | -47.8% | +17.6% |
| All | +40.2% | +219.3% | -179.1% | +7.3% |
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