+65.8%
NOC vs FROG
+22.5%
+43.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.6% | -4.8% | +3.2% | -1.6% |
| 30D | -10.4% | -0.9% | -9.4% | -10.4% |
| 3M | -5.6% | +7.5% | -13.1% | -5.5% |
| 6M | -30.4% | +107.0% | -137.4% | -29.9% |
| YTD | -8.5% | +39.8% | -48.3% | -8.1% |
| 1Y | -8.3% | +74.8% | -83.2% | -7.9% |
| 3Y | +28.2% | +219.3% | -191.1% | +29.0% |
| 5Y | +56.7% | +133.0% | -76.3% | +57.5% |
| All | +65.8% | +22.5% | +43.2% | +68.3% |
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