+118.0%
NOK vs FROG
+83.7%
+34.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.0% |
| 7D | -1.8% | -11.3% | +9.5% | -0.5% |
| 30D | +4.7% | +3.6% | +1.1% | +4.3% |
| 3M | -39.7% | +1.7% | -41.3% | -39.8% |
| 6M | +23.1% | +123.5% | -100.5% | +16.2% |
| YTD | +55.0% | +40.2% | +14.8% | +50.4% |
| 1Y | +118.0% | +81.0% | +37.1% | +116.5% |
| All | +118.0% | +83.7% | +34.3% | +116.5% |
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