+135.4%
NOK vs FROG
+73.7%
+61.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | +9.3% | -4.8% | +14.2% | +9.9% |
| 30D | +17.9% | -0.9% | +18.8% | +17.9% |
| 3M | -22.3% | +7.5% | -29.8% | -22.9% |
| 6M | +36.4% | +107.0% | -70.6% | +29.0% |
| YTD | +66.3% | +39.8% | +26.5% | +61.3% |
| All | +135.4% | +73.7% | +61.7% | +134.2% |
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