-2.7%
NFLX vs FROG
+160.8%
-163.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +35.3% | -38.6% | -9.9% |
| 7D | +2.1% | +7.0% | -4.8% | -0.5% |
| 30D | -9.0% | +2.9% | -11.9% | -11.1% |
| 3M | -14.0% | +21.6% | -35.6% | -19.6% |
| 6M | -28.2% | +87.7% | -115.8% | -40.5% |
| YTD | -32.4% | +61.7% | -94.0% | -43.4% |
| 1Y | -42.2% | +113.7% | -155.9% | -56.2% |
| 3Y | +45.9% | +267.7% | -221.9% | -18.8% |
| All | -2.7% | +160.8% | -163.5% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling