+0.3%
NOC vs FROG
+85.3%
-85.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.3% |
| 7D | +4.8% | +12.5% | -7.7% | +5.1% |
| 30D | +11.0% | +23.5% | -12.5% | +11.6% |
| 3M | -3.8% | +19.4% | -23.2% | -3.3% |
| 6M | +0.6% | +77.0% | -76.4% | +2.1% |
| YTD | -2.3% | +81.9% | -84.2% | -3.1% |
| 1Y | +0.3% | +90.7% | -90.4% | -0.4% |
| All | +0.3% | +85.3% | -85.0% | -0.4% |
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