-37.8%
NFLX vs FROG
+83.7%
-121.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -5.3% |
| 7D | -4.2% | -11.3% | +7.0% | -4.1% |
| 30D | +5.5% | +3.6% | +1.8% | +5.3% |
| 3M | -4.1% | +1.7% | -5.7% | -4.3% |
| 6M | -20.7% | +123.5% | -144.2% | -21.5% |
| YTD | -16.5% | +40.2% | -56.8% | -16.8% |
| 1Y | -37.8% | +81.0% | -118.8% | -38.9% |
| All | -37.8% | +83.7% | -121.5% | -38.9% |
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