+183.7%
NOK vs FROG
+202.6%
-19.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.3% |
| 7D | +7.3% | -5.5% | +12.8% | +7.9% |
| 30D | +13.8% | -3.1% | +16.9% | +14.0% |
| 3M | -27.0% | +1.2% | -28.2% | -27.3% |
| 6M | +37.6% | +113.7% | -76.1% | +27.8% |
| YTD | +64.6% | +38.9% | +25.7% | +57.9% |
| 1Y | +132.0% | +72.0% | +60.0% | +117.6% |
| 3Y | +183.7% | +217.1% | -33.5% | +130.8% |
| All | +183.7% | +202.6% | -19.0% | +130.8% |
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