+26.5%
NDAQ vs FROG
+72.4%
-45.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.5% |
| 7D | 0.0% | +26.8% | -26.9% | -0.9% |
| 30D | +16.3% | +10.6% | +5.7% | +15.8% |
| 3M | +15.8% | +27.2% | -11.4% | +14.4% |
| 6M | +24.8% | +58.7% | -33.9% | +21.4% |
| YTD | +14.1% | +75.3% | -61.3% | +9.5% |
| 1Y | +26.5% | +71.1% | -44.6% | +21.9% |
| All | +26.5% | +72.4% | -45.9% | +21.9% |
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