-65.7%
NKE vs FROG
+22.3%
-88.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -8.2% | +1.3% | -9.5% | -8.6% |
| 3M | -19.1% | +11.1% | -30.2% | -20.6% |
| 6M | -32.6% | +108.3% | -140.9% | -39.3% |
| YTD | -40.7% | +39.6% | -80.3% | -44.4% |
| 1Y | -48.9% | +74.7% | -123.6% | -53.9% |
| 3Y | -59.2% | +224.1% | -283.3% | -68.1% |
| 5Y | -75.3% | +138.4% | -213.7% | -81.1% |
| All | -65.7% | +22.3% | -88.1% | -72.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling