+147.0%
NDAQ vs FROG
+22.9%
+124.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.5% |
| 7D | -2.4% | -11.3% | +8.8% | -1.2% |
| 30D | +2.5% | +3.6% | -1.2% | +1.8% |
| 3M | +9.9% | +1.7% | +8.3% | +9.0% |
| 6M | +9.4% | +123.5% | -114.1% | -2.0% |
| YTD | +0.4% | +40.2% | -39.8% | -5.6% |
| 1Y | +4.0% | +81.0% | -77.0% | -5.9% |
| 3Y | +94.4% | +194.8% | -100.4% | +58.5% |
| 5Y | +56.7% | +131.8% | -75.1% | +24.2% |
| All | +147.0% | +22.9% | +124.1% | +99.8% |
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