-42.9%
NFLX vs FROG
+78.6%
-121.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.3% | +0.9% |
| 7D | +2.6% | +27.1% | -24.5% | +3.1% |
| 30D | -9.0% | +5.8% | -14.9% | -8.4% |
| 3M | -13.7% | +20.8% | -34.6% | -13.5% |
| 6M | -26.9% | +53.3% | -80.2% | -26.6% |
| YTD | -31.8% | +73.2% | -105.0% | -32.0% |
| All | -42.9% | +78.6% | -121.5% | -43.0% |
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