+57.4%
MAR vs FROG
+83.7%
-26.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.0% |
| 7D | +7.7% | -14.1% | +21.8% | +7.7% |
| 30D | +19.4% | -11.8% | +31.2% | +19.4% |
| 3M | +23.3% | +0.1% | +23.2% | +23.2% |
| 6M | +22.8% | +64.2% | -41.4% | +20.7% |
| YTD | +37.8% | +38.2% | -0.5% | +35.6% |
| 1Y | +57.4% | +85.4% | -28.0% | +49.0% |
| All | +57.4% | +83.7% | -26.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling