+225.7%
MAR vs FROG
+22.9%
+202.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.5% |
| 7D | -4.2% | -11.3% | +7.1% | -3.0% |
| 30D | -6.7% | +3.6% | -10.3% | -7.3% |
| 3M | -12.5% | +1.7% | -14.2% | -13.3% |
| 6M | +0.6% | +123.5% | -123.0% | -10.4% |
| YTD | +9.1% | +40.2% | -31.1% | +2.2% |
| 1Y | +26.2% | +81.0% | -54.8% | +13.3% |
| 3Y | +68.2% | +194.8% | -126.6% | +36.4% |
| 5Y | +163.9% | +131.8% | +32.1% | +105.7% |
| All | +225.7% | +22.9% | +202.8% | +158.3% |
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 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