-40.3%
NOW vs FROG
+72.4%
-112.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.5% |
| 7D | -5.6% | +26.8% | -32.4% | -13.1% |
| 30D | -26.8% | +10.6% | -37.4% | -29.5% |
| 3M | -19.4% | +27.2% | -46.6% | -26.9% |
| 6M | +12.3% | +58.7% | -46.4% | -5.5% |
| YTD | -32.9% | +75.3% | -108.2% | -45.6% |
| 1Y | -40.3% | +71.1% | -111.4% | -50.4% |
| All | -40.3% | +72.4% | -112.7% | -50.4% |
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