+124.1%
MAR vs FROG
+274.0%
-149.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +35.3% | -35.5% | -2.4% |
| 7D | +4.3% | +7.0% | -2.7% | +3.5% |
| 30D | +16.8% | +2.9% | +13.9% | +16.1% |
| 3M | +16.0% | +21.6% | -5.6% | +13.5% |
| 6M | +16.5% | +87.7% | -71.2% | +8.2% |
| YTD | +35.0% | +61.7% | -26.6% | +26.3% |
| 1Y | +49.4% | +113.7% | -64.3% | +33.3% |
| 3Y | +124.1% | +267.7% | -143.7% | +81.1% |
| All | +124.1% | +274.0% | -149.9% | +81.1% |
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 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