+56.1%
NOC vs FROG
+125.4%
-69.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -2.7% | -5.5% | +2.8% | -2.7% |
| 30D | -8.9% | -3.1% | -5.7% | -8.9% |
| 3M | -3.7% | +1.2% | -4.9% | -3.6% |
| 6M | -30.8% | +113.7% | -144.5% | -30.4% |
| YTD | -7.9% | +38.9% | -46.8% | -7.7% |
| 1Y | -9.4% | +72.0% | -81.4% | -9.1% |
| 3Y | +29.0% | +217.1% | -188.1% | +29.1% |
| 5Y | +56.1% | +130.6% | -74.5% | +59.6% |
| All | +56.1% | +125.4% | -69.3% | +59.6% |
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