+77.1%
NOC vs FROG
+53.7%
+23.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | +0.5% |
| 7D | +4.9% | +26.8% | -22.0% | +5.2% |
| 30D | +13.6% | +10.6% | +3.0% | +13.8% |
| 3M | -3.9% | +27.2% | -31.0% | -3.6% |
| 6M | +1.4% | +58.7% | -57.3% | +1.9% |
| YTD | -2.2% | +75.3% | -77.5% | -1.6% |
| 1Y | -1.2% | +71.1% | -72.3% | -0.6% |
| 3Y | +25.0% | +319.6% | -294.6% | +26.1% |
| 5Y | +66.0% | +195.7% | -129.6% | +67.4% |
| All | +77.1% | +53.7% | +23.5% | +80.3% |
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