+174.0%
NDAQ vs FROG
+41.7%
+132.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +35.3% | -35.1% | -3.2% |
| 7D | +0.8% | +7.0% | -6.1% | -0.4% |
| 30D | +16.5% | +2.9% | +13.6% | +15.3% |
| 3M | +13.5% | +21.6% | -8.1% | +9.9% |
| 6M | +20.9% | +87.7% | -66.7% | +10.3% |
| YTD | +11.4% | +61.7% | -50.3% | +2.2% |
| 1Y | +25.9% | +113.7% | -87.7% | +11.0% |
| 3Y | +119.9% | +267.7% | -147.9% | +73.5% |
| 5Y | +61.7% | +158.8% | -97.0% | +25.5% |
| All | +174.0% | +41.7% | +132.3% | +116.4% |
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