+61.7%
NFLX vs FROG
+22.9%
+38.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -4.7% |
| 7D | -4.2% | -11.3% | +7.0% | -2.0% |
| 30D | +5.5% | +3.6% | +1.8% | +4.2% |
| 3M | -4.1% | +1.7% | -5.7% | -5.5% |
| 6M | -20.7% | +123.5% | -144.2% | -35.2% |
| YTD | -16.5% | +40.2% | -56.8% | -25.6% |
| 1Y | -37.8% | +81.0% | -118.8% | -48.8% |
| 3Y | +77.9% | +194.8% | -116.9% | +18.5% |
| 5Y | +32.5% | +131.8% | -99.3% | -15.7% |
| All | +61.7% | +22.9% | +38.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling