+186.3%
NOK vs FROG
+24.4%
+161.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +8.7% | -2.2% | +10.9% | +9.0% |
| 30D | +12.5% | +3.0% | +9.5% | +11.9% |
| 3M | -20.7% | +10.3% | -31.1% | -22.1% |
| 6M | +36.2% | +116.7% | -80.5% | +21.8% |
| YTD | +64.1% | +41.9% | +22.2% | +53.7% |
| 1Y | +132.4% | +78.5% | +53.9% | +109.4% |
| 3Y | +182.9% | +224.1% | -41.3% | +122.6% |
| 5Y | +102.8% | +142.4% | -39.6% | +58.7% |
| All | +186.3% | +24.4% | +161.9% | +138.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling