+29.6%
NFLX vs FROG
+55.2%
-25.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | -4.4% | +48.2% | -52.6% | -11.9% |
| 30D | -11.0% | +11.4% | -22.4% | -14.1% |
| 3M | -15.5% | +28.5% | -44.1% | -21.2% |
| 6M | -28.5% | +63.7% | -92.2% | -37.2% |
| YTD | -33.1% | +77.1% | -110.2% | -43.9% |
| 1Y | -45.8% | +79.3% | -125.2% | -54.9% |
| 3Y | +40.2% | +323.8% | -283.6% | -15.2% |
| 5Y | -8.2% | +198.9% | -207.1% | -45.1% |
| All | +29.6% | +55.2% | -25.6% | -18.2% |
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