+153.4%
NOK vs FROG
+323.8%
-170.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +11.0% | +48.2% | -37.2% | +5.7% |
| 30D | -16.0% | +11.4% | -27.4% | -17.5% |
| 3M | -19.8% | +28.5% | -48.3% | -22.4% |
| 6M | -37.1% | +63.7% | -100.9% | -40.4% |
| YTD | +28.0% | +77.1% | -49.1% | +19.5% |
| 1Y | +17.9% | +79.3% | -61.4% | +10.0% |
| All | +153.4% | +323.8% | -170.3% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling