+60.4%
NOC vs FROG
+182.9%
-122.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.5% | +2.8% |
| 7D | -2.9% | +27.1% | -30.0% | -2.6% |
| 30D | +12.1% | +5.8% | +6.3% | +12.3% |
| 3M | -5.3% | +20.8% | -26.1% | -4.9% |
| 6M | -1.0% | +53.3% | -54.4% | -0.4% |
| YTD | -4.3% | +73.2% | -77.5% | -3.5% |
| 1Y | -3.6% | +80.3% | -83.9% | -2.8% |
| 3Y | +22.9% | +318.3% | -295.4% | +24.4% |
| 5Y | +60.4% | +179.9% | -119.5% | +60.1% |
| All | +60.4% | +182.9% | -122.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling