-59.2%
NKE vs FROG
+218.8%
-278.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.6% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -8.2% | +1.3% | -9.5% | -8.4% |
| 3M | -19.1% | +11.1% | -30.2% | -19.9% |
| 6M | -32.6% | +108.3% | -140.9% | -36.5% |
| YTD | -40.7% | +39.6% | -80.3% | -42.7% |
| 1Y | -48.9% | +74.7% | -123.6% | -52.0% |
| 3Y | -59.2% | +224.1% | -283.3% | -67.1% |
| All | -59.2% | +218.8% | -278.0% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling