-65.9%
NKE vs FROG
+24.4%
-90.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -5.5% | -2.2% | -3.4% | -5.3% |
| 30D | -10.4% | +3.0% | -13.4% | -10.9% |
| 3M | -15.8% | +10.3% | -26.1% | -17.3% |
| 6M | -33.4% | +116.7% | -150.1% | -40.3% |
| YTD | -41.0% | +41.9% | -82.9% | -44.7% |
| 1Y | -49.1% | +78.5% | -127.6% | -54.2% |
| 3Y | -59.8% | +224.1% | -283.9% | -68.5% |
| 5Y | -75.5% | +142.4% | -217.9% | -81.2% |
| All | -65.9% | +24.4% | -90.3% | -73.0% |
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 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