+58.7%
NFLX vs FROG
+21.7%
+37.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.0% | -5.5% | +0.5% | -3.9% |
| 30D | +3.5% | -3.1% | +6.7% | +3.7% |
| 3M | -7.1% | +1.2% | -8.3% | -8.4% |
| 6M | -22.5% | +113.7% | -136.1% | -36.0% |
| YTD | -18.1% | +38.9% | -57.0% | -26.8% |
| 1Y | -38.3% | +72.0% | -110.3% | -48.5% |
| 3Y | +73.4% | +217.1% | -143.7% | +12.7% |
| 5Y | +26.7% | +130.6% | -103.9% | -19.3% |
| All | +58.7% | +21.7% | +37.0% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling