-9.7%
NOC vs FROG
+83.7%
-93.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.5% |
| 7D | -5.2% | -11.3% | +6.1% | -5.3% |
| 30D | -7.2% | +3.6% | -10.8% | -7.1% |
| 3M | -5.1% | +1.7% | -6.8% | -5.0% |
| 6M | -31.1% | +123.5% | -154.6% | -29.8% |
| YTD | -8.6% | +40.2% | -48.8% | -8.5% |
| 1Y | -9.7% | +81.0% | -90.7% | -9.2% |
| All | -9.7% | +83.7% | -93.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling