-38.7%
NOW vs FROG
+83.7%
-122.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -27.5% | -14.1% | -13.5% | -23.9% |
| 30D | -20.0% | -11.8% | -8.3% | -17.2% |
| 3M | -7.9% | +0.1% | -8.0% | -8.8% |
| 6M | +18.3% | +64.2% | -45.9% | +2.1% |
| YTD | -29.0% | +38.2% | -67.2% | -38.1% |
| 1Y | -38.7% | +85.4% | -124.1% | -47.1% |
| All | -38.7% | +83.7% | -122.4% | -47.1% |
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