+190.0%
NOK vs FROG
+22.5%
+167.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +9.3% | -4.8% | +14.2% | +10.0% |
| 30D | +17.9% | -0.9% | +18.8% | +17.8% |
| 3M | -22.3% | +7.5% | -29.8% | -23.4% |
| 6M | +36.4% | +107.0% | -70.6% | +22.7% |
| YTD | +66.3% | +39.8% | +26.5% | +56.0% |
| 1Y | +134.4% | +74.8% | +59.6% | +111.9% |
| 3Y | +186.6% | +219.3% | -32.7% | +126.0% |
| 5Y | +102.7% | +133.0% | -30.3% | +59.4% |
| All | +190.0% | +22.5% | +167.5% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling